The Euler-Maruyama method for S(F)DEs with Hölder drift and α-stable noise (Q4607788): Difference between revisions

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+https://doi.org/10.1080/07362994.2017.1371037
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+W2782388370
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+Convergence rate of numerical solutions to SFDEs with jumps
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+A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients
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+Strong solutions for functional SDEs with singular drift
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+Q5700325
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+Q4150931
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+On the rate of convergence of strong Euler approximation for SDEs driven by Levy processes
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+Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients
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+Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient
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+Pathwise uniqueness for singular SDEs driven by stable processes
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+The Euler scheme with irregular coefficients
@@ Property / cites work: The Euler scheme with irregular coefficients / rank @@
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+A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
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+Publication:4607788