Strong convergence of the Euler-Maruyama approximation for SDEs with unbounded drift
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Publication:6046011
DOI10.1080/07362994.2022.2047726OpenAlexW4220898482MaRDI QIDQ6046011
Olivier Menoukeu Pamen, Unnamed Author, Moustapha Dieye
Publication date: 15 May 2023
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2022.2047726
Cites Work
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- On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations
- The Euler–Maruyama scheme for SDEs with irregular drift: convergence rates via reduction to a quadrature problem
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