Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient (Q2360241): Difference between revisions

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Latest revision as of 01:18, 14 July 2024

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Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient
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    Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient (English)
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    30 June 2017
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    stochastic differential equation
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    Euler-Maruyama approximation
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    strong approximation
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    convergence rate
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    Hölder continuous drift
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    Lévy process
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    truncated symmetric \(\alpha\)-stable process
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