Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift (Q2012594): Difference between revisions
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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 |
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Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift (English)
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1 August 2017
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stochastic differential equation
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Euler-Maruyama scheme
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discontinuous drift
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weak rate of convergence
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Malliavin calculus
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regularization
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