Journal article
Rate Of Convergence Of Euler Approximations Of Solution To Mixed Stochastic Differential Equation Involving Brownian Motion And Fractional Brownian Motion
Year:
2011Published in:
Random Operators and Stochastic EquationsFractional Brownian motion
mixed stochastic differential equation
pathwise integral
Euler approximation
We consider a mixed stochastic differential equation involving both standard Brownian motion and fractional Brownian motion with Hurst parameter