The Euler–Maruyama scheme for SDEs with irregular drift: convergence rates via reduction to a quadrature problem (Q5077027): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2938859690 / rank | |||
Normal rank | |||
Latest revision as of 00:53, 20 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)
0 references
17 May 2022
0 references
stochastic differential equations
0 references
Euler-Maruyama scheme
0 references
strong convergence
0 references
quadrature problem
0 references
nonequidistant discretization
0 references
Sobolev-Slobodeckij regularity
0 references
