A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients (Q719368): Difference between revisions
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Revision as of 02:04, 5 March 2024
scientific article
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English | A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients |
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A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients (English)
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10 October 2011
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stochastic differential equation
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Euler scheme
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convergence speed
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Hölder continuous
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