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Modified Euler approximation of stochastic differential equation driven by Brownian motion and fractional Brownian motion |
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| Authors: | Weiguo Liu |
| Affiliation: | 1. School of Mathematics and Statistics, Guangdong University of Finance &2. Economics, Guangzhou, Guangdong, P.R. China |
| Abstract: | |
| Keywords: | Fractional Brownian motion Modified Euler approximation Rate of convergence Stochastic differential equation. |