Convergence rate of Euler scheme for time-inhomogeneous SDEs involving the local time of the unknown process (Q4997063)
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scientific article; zbMATH DE number 7363721
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence rate of Euler scheme for time-inhomogeneous SDEs involving the local time of the unknown process |
scientific article; zbMATH DE number 7363721 |
Statements
Convergence rate of Euler scheme for time-inhomogeneous SDEs involving the local time of the unknown process (English)
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28 June 2021
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stochastic differential equations
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convergence rate
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local time
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