Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms (Q2146346)
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| English | Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms |
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Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms (English)
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16 June 2022
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Euler-Maruyama approximation
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Lyapunov function
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curse of dimensionality
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high-dimensional BSDEs
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multilevel Picard approximations
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multilevel Monte Carlo method
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0.8240864276885986
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0.8096684813499451
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0.8011152744293213
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0.7925801277160645
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0.7770495414733887
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