Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts (Q1741886)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts |
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Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts (English)
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7 May 2019
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Euler-Maruyama scheme
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convergence rate
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Hölder-Dini continuity
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degenerate stochastic differential equation
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Kolmogorov equation
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