On the weak rate of convergence for the Euler-Maruyama scheme with Hölder drift (Q6570496)
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scientific article; zbMATH DE number 7879393
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the weak rate of convergence for the Euler-Maruyama scheme with Hölder drift |
scientific article; zbMATH DE number 7879393 |
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On the weak rate of convergence for the Euler-Maruyama scheme with Hölder drift (English)
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10 July 2024
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regularisation by noise
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Euler-Maruyama scheme
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weak convergence
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