Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift (Q2012594): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
Property / DOI | |||
Property / DOI: 10.1016/j.cam.2017.05.015 / rank | |||
Property / DOI | |||
Property / DOI: 10.1016/J.CAM.2017.05.015 / rank | |||
Normal rank |
Latest revision as of 18:41, 16 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift |
scientific article |
Statements
Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift (English)
0 references
1 August 2017
0 references
stochastic differential equation
0 references
Euler-Maruyama scheme
0 references
discontinuous drift
0 references
weak rate of convergence
0 references
Malliavin calculus
0 references
regularization
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references