The Euler–Maruyama scheme for SDEs with irregular drift: convergence rates via reduction to a quadrature problem (Q5077027): Difference between revisions
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Revision as of 18:41, 5 March 2024
scientific article; zbMATH DE number 7528274
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Euler–Maruyama scheme for SDEs with irregular drift: convergence rates via reduction to a quadrature problem |
scientific article; zbMATH DE number 7528274 |
Statements
The Euler–Maruyama scheme for SDEs with irregular drift: convergence rates via reduction to a quadrature problem (English)
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17 May 2022
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stochastic differential equations
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Euler-Maruyama scheme
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strong convergence
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quadrature problem
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nonequidistant discretization
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Sobolev-Slobodeckij regularity
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