neuenkirch.nourdin:07:exact¶
BibTeX Entry:
@article{neuenkirch.nourdin:07:exact,
author = {Neuenkirch, Andreas and Nourdin, Ivan},
doi = {10.1007/s10959-007-0083-0},
fjournal = {Journal of Theoretical Probability},
issn = {0894-9840},
journal = {J. Theoret. Probab.},
mrclass = {60H20 (60G15)},
mrnumber = {2359060},
mrreviewer = {Thomas D. Simon},
number = {4},
pages = {871--899},
title = {Exact rate of convergence of some approximation schemes associated to {SDE}s driven by a fractional {B}rownian motion},
url = {https://doi.org/10.1007/s10959-007-0083-0},
volume = {20},
year = {2007}
}