Strong convergence of the Euler-Maruyama approximation for SDEs with unbounded drift (Q6046011)
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scientific article; zbMATH DE number 7685968
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong convergence of the Euler-Maruyama approximation for SDEs with unbounded drift |
scientific article; zbMATH DE number 7685968 |
Statements
Strong convergence of the Euler-Maruyama approximation for SDEs with unbounded drift (English)
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15 May 2023
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Euler-Maruyama approximation
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unbounded drifts
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Kolmogorov backward equation
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