Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms (Q2146346): Difference between revisions

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Latest revision as of 09:03, 29 July 2024

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Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms
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    Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms (English)
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    16 June 2022
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    Euler-Maruyama approximation
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    Lyapunov function
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    curse of dimensionality
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    high-dimensional BSDEs
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    multilevel Picard approximations
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    multilevel Monte Carlo method
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