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Milstein's type schemes for fractional SDEs

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Mihai Gradinaru (IRMAR), Ivan Nourdin (PMA)

Probability · Submitted 12 Feb 2007

abstract compiled · 2026-09-23 · no language-model review

The authors' main claim The limit of the error between the exact solution and the considered scheme is computed explicitly.

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arXiv IDmath/0702317 (version 3)
Pith IDG4AA2IAQ, Pith's permanent record of this paper and its review
CitationIvan Nourdin (PMA), Mihai Gradinaru (IRMAR). "Milstein's type schemes for fractional SDEs." arXiv:math/0702317 (2007). https://pith.science/paper/G4AA2IAQ
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Compiled by classifier-1.13.0 via TypeSafe API, question bank abstract-p1-20260923, 2026-09-23: 1 request, 2,264 input tokens.

What the abstract itself states, as probabilities: claims first 0.03 · states limitation 0.10 · human participants 0.01 · controlled comparison 0.09 · randomized assignment 0.01 · states quantitative result 0.25 · compares with prior results 0.10 · mentions code or data availability 0.02.

The abstract, sentence by sentence

arXiv listing abstract v3. Results and the main claim are underlined; .

Weighted power variations of fractional Brownian motion B are used to compute the exact rate of convergence of some approximating schemes associated to one-dimensional stochastic differential equations (SDEs) driven by B. The limit of the error between the exact solution and the considered scheme is computed explicitly.

background contribution method result interpretation main claim

What the classifier reports for each sentence. The number is the probability it gave the label.
#sentencerolethe authors' own workstates the main conclusionstrength
s0 Weighted power variations of fractional Brownian motion B are used to compute the exact rate of convergence of some approximating schemes associated to one-dimensional stochastic differential equations (SDEs) driven by B. contribution 0.52 0.83 0.32 asserted 1.00
s1 The limit of the error between the exact solution and the considered scheme is computed explicitly. result 0.98 0.89 0.50 asserted 1.00

What kind of paper the classifier reports this is: theoretical result 1.00 · evidence from proof or derivation 1.00.

What was examined, and what was not

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Every quoted sentence on this record is the authors'. Every label is from Pith's closed vocabulary, with the probability shown beside it. Every number in the measurements table is the authors', checked by code. Record as JSON

The paper
Original abstract

Weighted power variations of fractional Brownian motion B are used to compute the exact rate of convergence of some approximating schemes associated to one-dimensional stochastic differential equations (SDEs) driven by B. The limit of the error between the exact solution and the considered scheme is computed explicitly.

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