Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient (Q1692306)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6830169
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient |
scientific article; zbMATH DE number 6830169 |
Statements
Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient (English)
0 references
26 January 2018
0 references
stochastic differential equations
0 references
discontinuous drift
0 references
degenerate diffusion
0 references
Euler-Maruyama method
0 references
strong convergence rate
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8498836159706116
0 references
0.8444369435310364
0 references
0.8407437801361084
0 references
0.8396671414375305
0 references
