A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients
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Publication:719368
DOI10.1016/j.spa.2011.06.008zbMath1226.60095OpenAlexW1974091431MaRDI QIDQ719368
Publication date: 10 October 2011
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://www.pure.ed.ac.uk/ws/files/17973907/A_NOTE_ON_EULER_APPROXIMATIONS_FOR_SDES_WITH_H_OLDER_CONTINUOUS_DIFFUSION_COEFFICIENTS.pdf
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