Convergence rate of the EM algorithm for SDEs with low regular drifts (Q5087000)
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scientific article; zbMATH DE number 7554598
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence rate of the EM algorithm for SDEs with low regular drifts |
scientific article; zbMATH DE number 7554598 |
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Convergence rate of the EM algorithm for SDEs with low regular drifts (English)
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8 July 2022
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Zvonkin's transform
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Euler-Maruyama approximation
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low regular drift
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Krylov's estimate
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