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"ɛ-Strong Simulation of Fractional Brownian Motion and Related ..."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Yi Chen, Jing Dong, Hao Ni (2021)

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DOI: 10.1287/MOOR.2020.1078

access: closed

type: Journal Article

metadata version: 2024-03-20

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

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