The Euler–Maruyama scheme for SDEs with irregular drift: convergence rates via reduction to a quadrature problem

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Publication:5077027

DOI10.1093/IMANUM/DRAA007OpenAlexW2938859690MaRDI QIDQ5077027

Author name not available (Why is that?)

Publication date: 17 May 2022

Published in: (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.07784



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