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

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-.1016/j.spa.2016.11.008
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-Olivier Menoukeu Pamen
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+Lévy Processes and Stochastic Calculus
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+Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients
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+Q4435813
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+The Euler scheme for Lévy driven stochastic differential equations
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+Euler-Maruyama approximation for SDEs with jumps and non-Lipschitz coefficients
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@@ Property / DOI @@
+.1016/J.SPA.2016.11.008
@@ Property / DOI: 10.1016/J.SPA.2016.11.008 / rank @@
+Normal rank
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+Publication:2360241