The Euler-Maruyama method for S(F)DEs with Hölder drift and \(\alpha\)-stable noise (Q4607788)
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scientific article; zbMATH DE number 6850127
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| English | The Euler-Maruyama method for S(F)DEs with Hölder drift and \(\alpha\)-stable noise |
scientific article; zbMATH DE number 6850127 |
Statements
The Euler-Maruyama method for S(F)DEs with Hölder drift and α-stable noise (English)
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14 March 2018
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Hölder continuity, Zvonkin type transformation, Euler-Maruyama method, \(\alpha\)-stable process
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0.8633846044540405
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0.8576675653457642
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0.8369982242584229
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0.8341478109359741
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0.8221675157546997
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