Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients (Q2407763)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients |
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Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients (English)
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6 October 2017
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Euler-Maruyama approximation
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strong rate of convergence
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stochastic differential equation
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discontinuous coefficients
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