Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients (Q2796019)
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scientific article; zbMATH DE number 6559808
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| English | Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients |
scientific article; zbMATH DE number 6559808 |
Statements
Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients (English)
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23 March 2016
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stochastic differential equations
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Euler-Maruyama approximation
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strong approximation
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rate of convergence
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irregular coefficient
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0.9431259632110596
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0.885004997253418
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0.8621570467948914
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0.8547923564910889
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0.8475731015205383
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