The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate (Q2141948)

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The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate
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    The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate (English)
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    25 May 2022
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    discontinuous drift
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    numerical schemes
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    convergence rates
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    experimental study
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