An Adaptive Euler--Maruyama Scheme for Stochastic Differential Equations with Discontinuous Drift and its Convergence Analysis (Q4624977)
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scientific article; zbMATH DE number 7026410
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Adaptive Euler--Maruyama Scheme for Stochastic Differential Equations with Discontinuous Drift and its Convergence Analysis |
scientific article; zbMATH DE number 7026410 |
Statements
An Adaptive Euler--Maruyama Scheme for Stochastic Differential Equations with Discontinuous Drift and its Convergence Analysis (English)
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20 February 2019
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stochastic differential equations
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discontinuous drift
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degenerate diffusion
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strong convergence order
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adaptive Euler-Maruyama scheme
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