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Mishura, Yu.S., Posashkova, S.V. (2011) Stochastic differential equations driven by a Wiener process and fractional Brownian motion: Convergence in Besov space with respect to a parameter. Computers & Mathematics with Applications, 62. 1166-1180 doi:10.1016/j.camwa.2011.02.032

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Reference TypeJournal (article/letter/editorial)
TitleStochastic differential equations driven by a Wiener process and fractional Brownian motion: Convergence in Besov space with respect to a parameter
JournalComputers & Mathematics with Applications
AuthorsMishura, Yu.S.Author
Posashkova, S.V.Author
Year2011 (August)Volume62
PublisherElsevier BV
DOIdoi:10.1016/j.camwa.2011.02.032Search in ResearchGate
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Mindat Ref. ID6574767Long-form Identifiermindat:1:5:6574767:2
GUID0
Full ReferenceMishura, Yu.S., Posashkova, S.V. (2011) Stochastic differential equations driven by a Wiener process and fractional Brownian motion: Convergence in Besov space with respect to a parameter. Computers & Mathematics with Applications, 62. 1166-1180 doi:10.1016/j.camwa.2011.02.032
Plain TextMishura, Yu.S., Posashkova, S.V. (2011) Stochastic differential equations driven by a Wiener process and fractional Brownian motion: Convergence in Besov space with respect to a parameter. Computers & Mathematics with Applications, 62. 1166-1180 doi:10.1016/j.camwa.2011.02.032
In(n.d.) Computers & Mathematics with Applications Vol. 62. Elsevier BV

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