Estimate of transition kernel for Euler-Maruyama scheme for SDEs driven by \(\alpha\)-stable noise and applications (Q6076945)
From MaRDI portal
scientific article; zbMATH DE number 7751254
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimate of transition kernel for Euler-Maruyama scheme for SDEs driven by \(\alpha\)-stable noise and applications |
scientific article; zbMATH DE number 7751254 |
Statements
Estimate of transition kernel for Euler-Maruyama scheme for SDEs driven by \(\alpha\)-stable noise and applications (English)
0 references
17 October 2023
0 references
Zvonkin's transformation
0 references
Euler-Maruyama scheme
0 references
transition kernel
0 references
Krylov's estimate
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
