A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients

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Publication:719368

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DOI10.1016/J.SPA.2011.06.008zbMATH Open1226.60095OpenAlexW1974091431MaRDI QIDQ719368

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Publication date: 10 October 2011

Published in: (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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