The Euler-Maruyama method for S(F)DEs with Hölder drift and α-stable noise

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Publication:4607788

DOI10.1080/07362994.2017.1371037zbMath1388.60118OpenAlexW2782388370MaRDI QIDQ4607788

Xing Huang, Zhong Wei Liao

Publication date: 14 March 2018

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2017.1371037




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