Weak error for the Euler scheme approximation of degenerate diffusions with nonsmooth coefficients (Q2662920)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak error for the Euler scheme approximation of degenerate diffusions with nonsmooth coefficients |
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Weak error for the Euler scheme approximation of degenerate diffusions with nonsmooth coefficients (English)
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15 April 2021
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degenerate diffusion processes
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Hölder continuous homogeneous coefficients
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