On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients (Q1997564)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients |
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On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients (English)
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2 March 2021
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Euler-Maruyama approximation
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discontinuous drift coefficient
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Hölder continuous diffusion coefficient
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rate of convergence
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