Convergence rate of the Euler-Maruyama scheme applied to diffusion processes with \(L^q - L^{\rho}\) drift coefficient and additive noise (Q6126812)
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scientific article; zbMATH DE number 7829792
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence rate of the Euler-Maruyama scheme applied to diffusion processes with \(L^q - L^{\rho}\) drift coefficient and additive noise |
scientific article; zbMATH DE number 7829792 |
Statements
Convergence rate of the Euler-Maruyama scheme applied to diffusion processes with \(L^q - L^{\rho}\) drift coefficient and additive noise (English)
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10 April 2024
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diffusion processes
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Euler scheme
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singular drift
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weak error analysis
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