A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients (Q719368)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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