The rates of the \(L^p\)-convergence of the Euler-Maruyama and Wong-Zakai approximations of path-dependent stochastic differential equations under the Lipschitz condition
type: Item
instance of: scholarly article
title: The rates of the \(L^p\)-convergence of the Euler-Maruyama and Wong-Zakai approximations of path-dependent stochastic differential equations under the Lipschitz condition
zbMATH Open document ID: 1394.60057
author: Shigeki Aida
author: Takanori Kikuchi
author: Seiichiro Kusuoka
published in: Tôhoku Mathematical Journal. Second Series
publication date: 2018-05-25T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 65C30
zbMATH DE Number: 6873674
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: reflecting boundary condition
zbMATH Keywords: path-dependent coefficient
zbMATH Keywords: Euler-Maruyama approximation
zbMATH Keywords: Wong-Zakai approximation
zbMATH Keywords: rate of convergence
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.2748/tmj/1520564419
OpenAlex ID: W2790868791
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DOI: 10.2748/TMJ/1520564419
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description: scientific article; zbMATH DE number 6873674