106 citations · 443 across the 89 of their papers we have counts for
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math.PR2010
Pathwise definition of second order SDEs
Lluis Quer-Sardanyons, Samy Tindel
In this article, a class of second order differential equations on [0,1], driven by a general Hölder continuous function and with multiplicative noise, is considered. We first show…
math.PR2010★ 52 cited
A Milstein-type scheme without Levy area terms for SDEs driven by fractional Brownian motion
Aurélien Deya, Andreas Neuenkirch, Samy Tindel
In this article, we study the numerical approximation of stochastic differential equations driven by a multidimensional fractional Brownian motion (fBm) with Hurst parameter greate…