On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients (Q1997564)
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scientific article; zbMATH DE number 7316680
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| English | On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients |
scientific article; zbMATH DE number 7316680 |
Statements
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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0.8955486416816711
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0.8851543068885803
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0.8844248056411743
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0.8813738822937012
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0.8730351328849792
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