Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient (Q2360241): Difference between revisions
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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 |
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Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient (English)
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30 June 2017
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stochastic differential equation
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Euler-Maruyama approximation
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strong approximation
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convergence rate
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Hölder continuous drift
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Lévy process
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truncated symmetric \(\alpha\)-stable process
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