Quasi-sure convergence rate of Euler scheme for stochastic differential equations

DOI10.1016/S0252-9602(13)60126-5MaRDI QIDQ467636zbMATH OpenOpenAlexFDO

Authors Xicheng Zhang, Wenliang Huang

Publication date 3 November 2014

Published in Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0252-9602(13)60126-5

zbMATH Keywords

Euler approximationquasi-sure convergencestochastic differential equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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(7)

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• Convergence of the Euler method of stochastic differential equations with piecewise continuous arguments
• Strong convergence rate of the Euler scheme for SDEs driven by additive rough fractional noises
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