On the convergence order of the Euler scheme for scalar SDEs with Hölder-type diffusion coefficients (Q6627016)
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scientific article; zbMATH DE number 7933910
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the convergence order of the Euler scheme for scalar SDEs with Hölder-type diffusion coefficients |
scientific article; zbMATH DE number 7933910 |
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On the convergence order of the Euler scheme for scalar SDEs with Hölder-type diffusion coefficients (English)
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29 October 2024
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scalar SDEs
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Euler scheme
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non-standard assumptions
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fractional power
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\( L^1\)-error
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inverse moment condition
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