A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients (Q719368): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q180806 |
||
| Property / author | |||
| Property / author: István Gyöngy / rank | |||
Revision as of 15:28, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients |
scientific article |
Statements
A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients (English)
0 references
10 October 2011
0 references
stochastic differential equation
0 references
Euler scheme
0 references
convergence speed
0 references
Hölder continuous
0 references
