On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift (Q2201496)
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scientific article; zbMATH DE number 7252714
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| English | On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift |
scientific article; zbMATH DE number 7252714 |
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On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift (English)
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29 September 2020
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stochastic differential equations
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Euler-Maruyama scheme
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quadrature estimates
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0.8680608868598938
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0.8530687689781189
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0.8483595252037048
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0.84787917137146
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