Strong rate of tamed Euler-Maruyama approximation for stochastic differential equations with Hölder continuous diffusion coefficient (Q519728)
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scientific article; zbMATH DE number 6701242
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong rate of tamed Euler-Maruyama approximation for stochastic differential equations with Hölder continuous diffusion coefficient |
scientific article; zbMATH DE number 6701242 |
Statements
Strong rate of tamed Euler-Maruyama approximation for stochastic differential equations with Hölder continuous diffusion coefficient (English)
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5 April 2017
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stochastic differential equation
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irregular coefficients
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Euler-Maruyama approximation
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Hölder continuous diffusion
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strong approximation
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superlinearly growing drift
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