liu.tindel:19:first-order¶
BibTeX Entry:
@article{liu.tindel:19:first-order,
author = {Liu, Yanghui and Tindel, Samy},
doi = {10.1214/17-AAP1374},
fjournal = {The Annals of Applied Probability},
issn = {1050-5164},
journal = {Ann. Appl. Probab.},
mrclass = {60F17 (60G22 60H10 60H35 60H99 65C30)},
mrnumber = {3910017},
number = {2},
pages = {758--826},
title = {First-order {E}uler scheme for {SDE}s driven by fractional {B}rownian motions: the rough case},
url = {https://doi.org/10.1214/17-AAP1374},
volume = {29},
year = {2019}
}