Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient (Q1692306)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient |
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Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient (English)
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26 January 2018
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stochastic differential equations
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discontinuous drift
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degenerate diffusion
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Euler-Maruyama method
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strong convergence rate
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