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"On the convergence order of the Euler scheme for scalar SDEs with H\""older-type diffusion coefficients" - MaRDI portal

"On the convergence order of the Euler scheme for scalar SDEs with H\""older-type diffusion coefficients"

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Publication:6512099

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zbMatharXiv:2307.11448MaRDI QIDQ6512099

Andreas Neuenkirch, Unnamed Author

Publication date: 1 January 1

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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