Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms (Q2146346)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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