The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate (Q2141948)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate |
scientific article |
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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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