A strong order $3/4$ method for SDEs with discontinuous drift coefficient (Q6317466)

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scientific article; zbMATH DE number 7465497
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A strong order $3/4$ method for SDEs with discontinuous drift coefficient
scientific article; zbMATH DE number 7465497

    Statements

    publication date
    18 April 2019
    0 references
    arXiv classification
    math.PR
    0 references

    Identifiers

    arXiv ID
    1904.09178
    0 references
    zbMATH DE Number
    7465497
    0 references
     
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