Weak error for the Euler scheme approximation of diffusions with non-smooth coefficients (Q2627870)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak error for the Euler scheme approximation of diffusions with non-smooth coefficients |
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Weak error for the Euler scheme approximation of diffusions with non-smooth coefficients (English)
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1 June 2017
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diffusion processes
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Euler scheme
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parametrix
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Hölder coefficients
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piecewise smooth bounded drifts
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