A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients (Q719368): Difference between revisions

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-.1016/j.spa.2011.06.008
@@ Property / DOI: 10.1016/j.spa.2011.06.008 / rank @@
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@@ Property / author @@
-István Gyöngy
@@ Property / author: István Gyöngy / rank @@
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@@ Property / author @@
+István Gyöngy
@@ Property / author: István Gyöngy / rank @@
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+MaRDI publication profile
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+W1974091431
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@@ Property / cites work @@
+On the discretization schemes for the CIR (and Bessel squared) processes
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+Euler scheme for SDEs with non-Lipschitz diffusion coefficient: strong convergence
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+Convergence of discretized stochastic (interest rate) processes with stochastic drift term
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+A note on Euler's approximations
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+Existence of strong solutions for Itô's stochastic equations via approximations
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+On the uniqueness of solutions of stochastic differential equations
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@@ Property / DOI @@
+.1016/J.SPA.2011.06.008
@@ Property / DOI: 10.1016/J.SPA.2011.06.008 / rank @@
+Normal rank