Pages that link to "Item:Q2099271"
From MaRDI portal
The following pages link to On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time (Q2099271):
Displaying 4 items.
- Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process (Q350292) (← links)
- On the Euler-Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients (Q1726836) (← links)
- Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for Lévy-driven SDEs with irregular coefficients (Q2675769) (← links)
- Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients (Q2796019) (← links)
