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?-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations (2021)

First Author: Chen Y

Attributed to: Unparameterised multi-modal data, high order signatures, and the mathematics of data science funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1287/moor.2020.1078

Publication URI: http://dx.doi.org/10.1287/moor.2020.1078

Type: Journal Article/Review

Parent Publication: Mathematics of Operations Research

Issue: 2