52 citations · 157 across the 19 of their papers we have counts for
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math.PR2006★ 3 cited
Trees and asymptotic developments for fractional stochastic differential equations
Andreas Neuenkirch, Ivan Nourdin, Andreas Rößler +1
In this paper we consider a n-dimensional stochastic differential equation driven by a fractional Brownian motion with Hurst parameter H>1/3. After solving this equation in a rathe…
math.PR2006★ 1 cited
Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion
Andreas Neuenkirch, Ivan Nourdin
In this paper, we derive the exact rate of convergence of some approximation schemes associated to scalar stochastic differential equations driven by a fractional Brownian motion w…