Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts (Q1741886)
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scientific article; zbMATH DE number 7051790
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| English | Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts |
scientific article; zbMATH DE number 7051790 |
Statements
Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts (English)
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7 May 2019
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Euler-Maruyama scheme
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convergence rate
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Hölder-Dini continuity
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degenerate stochastic differential equation
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Kolmogorov equation
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0.8771013021469116
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0.8450838923454285
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0.8369982242584229
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0.8324954509735107
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0.8223932981491089
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