Strong rate of tamed Euler-Maruyama approximation for stochastic differential equations with Hölder continuous diffusion coefficient (Q519728)

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Strong rate of tamed Euler-Maruyama approximation for stochastic differential equations with Hölder continuous diffusion coefficient
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    Strong rate of tamed Euler-Maruyama approximation for stochastic differential equations with Hölder continuous diffusion coefficient (English)
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    5 April 2017
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    stochastic differential equation
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    irregular coefficients
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    Euler-Maruyama approximation
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    Hölder continuous diffusion
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    strong approximation
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    superlinearly growing drift
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