ɛ-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations

Yi Chen, Jing Dong 0007, Hao Ni. ɛ-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations. Math. Oper. Res., 46(2):559-594, 2021. [doi]

Abstract

Abstract is missing.