Euler-Maruyama approximation for diffusion process generated by divergence form operator with discontinuous coefficients (Q6047733)
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scientific article; zbMATH DE number 7747497
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| English | Euler-Maruyama approximation for diffusion process generated by divergence form operator with discontinuous coefficients |
scientific article; zbMATH DE number 7747497 |
Statements
9 October 2023
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stochastic differential equations
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local time
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Euler-Maruyama method
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discontinuous coefficients
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0.8437060713768005
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0.8421840071678162
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0.8281462788581848
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0.8164802193641663
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