Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient (Q2360241): Difference between revisions
From MaRDI portal
Created claim: MaRDI profile type (P1460): MaRDI publication profile (Q5976449), #quickstatements; #temporary_batch_1710496893715 |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2964246490 / rank | |||
Normal rank | |||
Revision as of 19:09, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient |
scientific article |
Statements
Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient (English)
0 references
30 June 2017
0 references
stochastic differential equation
0 references
Euler-Maruyama approximation
0 references
strong approximation
0 references
convergence rate
0 references
Hölder continuous drift
0 references
Lévy process
0 references
truncated symmetric \(\alpha\)-stable process
0 references
