The rates of the \(L^p\)-convergence of the Euler-Maruyama and Wong-Zakai approximations of path-dependent stochastic differential equations under the Lipschitz condition (Q1751955)
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scientific article; zbMATH DE number 6873674
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| English | The rates of the \(L^p\)-convergence of the Euler-Maruyama and Wong-Zakai approximations of path-dependent stochastic differential equations under the Lipschitz condition |
scientific article; zbMATH DE number 6873674 |
Statements
The rates of the \(L^p\)-convergence of the Euler-Maruyama and Wong-Zakai approximations of path-dependent stochastic differential equations under the Lipschitz condition (English)
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25 May 2018
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stochastic differential equation
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reflecting boundary condition
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path-dependent coefficient
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Euler-Maruyama approximation
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Wong-Zakai approximation
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rate of convergence
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0.9118186
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0.9118186
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0.9060374
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0.90542793
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0.90168893
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0.8940023
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0.8939439
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