Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift (Q2012594): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:34, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift |
scientific article |
Statements
Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift (English)
0 references
1 August 2017
0 references
stochastic differential equation
0 references
Euler-Maruyama scheme
0 references
discontinuous drift
0 references
weak rate of convergence
0 references
Malliavin calculus
0 references
regularization
0 references
