Convergence rate of Euler scheme for time-inhomogeneous SDEs involving the local time of the unknown process (Q4997063)
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scientific article; zbMATH DE number 7363721
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| English | Convergence rate of Euler scheme for time-inhomogeneous SDEs involving the local time of the unknown process |
scientific article; zbMATH DE number 7363721 |
Statements
Convergence rate of Euler scheme for time-inhomogeneous SDEs involving the local time of the unknown process (English)
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28 June 2021
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stochastic differential equations
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convergence rate
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local time
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0.8550711870193481
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0.7939090728759766
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0.7800216674804688
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0.7741669416427612
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