(PDF) Asymptotic Error Distributions of the Crank–Nicholson

Asymptotic Error Distributions of the Crank–Nicholson Scheme for SDEs Driven by Fractional Brownian Motion

Journal of Theoretical Probability - United States

doi 10.1007/s10959-014-0539-y

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Date

January 30, 2014

Authors

Nobuaki Naganuma

Publisher

Springer Science and Business Media LLC

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