Add to ORKGWe provide a rate for the strong convergence of Euler approximations for stochastic differential equations (SDEs) whose diffusion coefficient is not Lipschitz but only (1/2+[alpha])-Hölder continuous for some [alpha]>=0.Stochastic differential equation Euler scheme Convergence speed Holder continuous
Traditional finite-time convergence theory for numerical methods applied to stochastic differential ...
Traditional finite-time convergence theory for numerical methods applied to stochastic differential ...
The Euler scheme is one of the standard schemes to obtain numerical approximations of stochastic dif...
AbstractWe provide a rate for the strong convergence of Euler approximations for stochastic differen...
We consider one-dimensional stochastic differential equations in the particular case of diffusion c...
AbstractWe provide a rate for the strong convergence of Euler approximations for stochastic differen...
Abstract. We consider one-dimensional stochastic differential equations in the particular case of di...
In this paper, we investigate the weak convergence rate of Euler-Maruyama’s approximation for stocha...
Strong convergence results on tamed Euler schemes, which approximate stochastic differential equatio...
We study the Euler approximation scheme for solutions of stochastic differential equations with boun...
Traditional finite-time convergence theory for numerical methods applied to stochastic differential ...
Traditional finite-time convergence theory for numerical methods applied to stochastic differential ...
Traditional finite-time convergence theory for numerical methods applied to stochastic differential ...
Traditional finite-time convergence theory for numerical methods applied to stochastic differential ...
Traditional finite-time convergence theory for numerical methods applied to stochastic differential ...
Traditional finite-time convergence theory for numerical methods applied to stochastic differential ...
Traditional finite-time convergence theory for numerical methods applied to stochastic differential ...
The Euler scheme is one of the standard schemes to obtain numerical approximations of stochastic dif...
AbstractWe provide a rate for the strong convergence of Euler approximations for stochastic differen...
We consider one-dimensional stochastic differential equations in the particular case of diffusion c...
AbstractWe provide a rate for the strong convergence of Euler approximations for stochastic differen...
Abstract. We consider one-dimensional stochastic differential equations in the particular case of di...
In this paper, we investigate the weak convergence rate of Euler-Maruyama’s approximation for stocha...
Strong convergence results on tamed Euler schemes, which approximate stochastic differential equatio...
We study the Euler approximation scheme for solutions of stochastic differential equations with boun...
Traditional finite-time convergence theory for numerical methods applied to stochastic differential ...
Traditional finite-time convergence theory for numerical methods applied to stochastic differential ...
Traditional finite-time convergence theory for numerical methods applied to stochastic differential ...
Traditional finite-time convergence theory for numerical methods applied to stochastic differential ...
Traditional finite-time convergence theory for numerical methods applied to stochastic differential ...
Traditional finite-time convergence theory for numerical methods applied to stochastic differential ...
Traditional finite-time convergence theory for numerical methods applied to stochastic differential ...
The Euler scheme is one of the standard schemes to obtain numerical approximations of stochastic dif...