On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time (Q2099271)
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scientific article; zbMATH DE number 7622342
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| English | On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time |
scientific article; zbMATH DE number 7622342 |
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On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time (English)
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23 November 2022
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stochastic differential equation
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Euler-Maruyama scheme
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irregular diffusion coefficient
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rate of convergence
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Avikainen's inequality
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SDEs with local time
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0.9464674
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0.9392766
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0.9121765
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