Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation

Shen, GJ; Tang, Z; Wang, J

Shen, GJ (corresponding author), Chuzhou Univ, Sch Math & Finance, Chuzhou 239000, Peoples R China.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, ; ():

Abstract

In this paper, we consider discrete time approximations for stochastic differential equations with the form: X-t = X-0 + integral(t)(0) f(X-s)dh(s) + ......

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