Quasi-sure convergence rate of Euler scheme for stochastic differential equations

DOI10.1016/S0252-9602(13)60126-5zbMath1313.60122OpenAlexW2093704521MaRDI QIDQ467636

Xicheng Zhang, Wen-Liang Huang

Publication date: 3 November 2014

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0252-9602(13)60126-5

zbMATH Keywords

stochastic differential equationEuler approximationquasi-sure convergence

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Euler scheme and measurable flows for stochastic differential equations with non-Lipschitz coefficients

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