hu.liu.ea:16:rate¶
BibTeX Entry:
@article{hu.liu.ea:16:rate,
author = {Hu, Yaozhong and Liu, Yanghui and Nualart, David},
doi = {10.1214/15-AAP1114},
fjournal = {The Annals of Applied Probability},
issn = {1050-5164},
journal = {Ann. Appl. Probab.},
mrclass = {60H10 (26A33 60H07 60H35)},
mrnumber = {3476635},
mrreviewer = {Jorge A. Le\'{o}n},
number = {2},
pages = {1147--1207},
title = {Rate of convergence and asymptotic error distribution of {E}uler approximation schemes for fractional diffusions},
url = {https://doi.org/10.1214/15-AAP1114},
volume = {26},
year = {2016}
}