Backward Euler method for stochastic differential equations with non-Lipschitz coefficients driven by fractional\ Brownian motion (Q6173549)
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scientific article; zbMATH DE number 7715448
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| English | Backward Euler method for stochastic differential equations with non-Lipschitz coefficients driven by fractional\ Brownian motion |
scientific article; zbMATH DE number 7715448 |
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Backward Euler method for stochastic differential equations with non-Lipschitz coefficients driven by fractional\ Brownian motion (English)
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21 July 2023
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backward Euler method
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stochastic differential equation
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Malliavin derivative
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strong convergence
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asymptotic error distribution
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0.7998485565185547
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0.7880455851554871
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0.7762718200683594
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0.7686858773231506
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0.7670878767967224
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