On the Euler–Maruyama Scheme for Degenerate Stochastic Differential Equations with Non-sticky Condition (Q5126527)
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scientific article; zbMATH DE number 7262312
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Euler–Maruyama Scheme for Degenerate Stochastic Differential Equations with Non-sticky Condition |
scientific article; zbMATH DE number 7262312 |
Statements
On the Euler–Maruyama Scheme for Degenerate Stochastic Differential Equations with Non-sticky Condition (English)
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20 October 2020
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stochastic differential equations
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non-sticky condition
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Euler-Maruyama scheme
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Hölder continuous diffusion coefficient
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mathematical finance
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CEV models
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