Weak convergence of Euler scheme for SDEs with low regular drift (Q2138404)
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scientific article
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| English | Weak convergence of Euler scheme for SDEs with low regular drift |
scientific article |
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Weak convergence of Euler scheme for SDEs with low regular drift (English)
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11 May 2022
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low regular coefficients
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weak convergence rate
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Euler-Maruyama's approximation
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0.8987308144569397
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0.8544046878814697
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0.8533369302749634
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0.8480787873268127
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