Approximation of distribution-independent and distribution-dependent stochastic differential equations with singular drifts (Q6058942)
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scientific article; zbMATH DE number 7759100
Language | Label | Description | Also known as |
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English | Approximation of distribution-independent and distribution-dependent stochastic differential equations with singular drifts |
scientific article; zbMATH DE number 7759100 |
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Approximation of distribution-independent and distribution-dependent stochastic differential equations with singular drifts (English)
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1 November 2023
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distribution-dependent stochastic differential equation
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Zvonkin-type's transformation
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Dini continuity
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Euler-Maruyama scheme
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