Stability problems for Cantor stochastic differential equations

DOI10.1016/j.spa.2017.04.008zbMath1386.60268arXiv1604.06839OpenAlexW2474932050MaRDI QIDQ1683816

Takahiro Tsuchiya, Hiroya Hashimoto

Publication date: 1 December 2017

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.06839

zbMATH Keywords

stochastic differential equationconvergence ratelocal timestability problems

Mathematics Subject Classification ID

Rate of convergence, degree of approximation (41A25) Local time and additive functionals (60J55)

Related Items (2)

On a Construction of Strong Solutions for Stochastic Differential Equations with Non-Lipschitz Coefficients: A Priori Estimates Approach ⋮ On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients

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