On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients
type: Item
instance of: scholarly article
title: On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients
author: H. L. Ngo
author: Dai Taguchi
published in: Mathematics and Computers in Simulation
publication date: 2021-03-02T00:00:00Z
Mathematics Subject Classification ID: 60Hxx
zbMATH DE Number: 7316680
zbMATH Keywords: Euler-Maruyama approximation
zbMATH Keywords: discontinuous drift coefficient
zbMATH Keywords: Hölder continuous diffusion coefficient
zbMATH Keywords: rate of convergence
MaRDI profile type: Publication
full work available at URL: j.matcom.2019.01.012
OpenAlex ID: W2914727738
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DOI: 10.1016/J.MATCOM.2019.01.012
description: scientific article; zbMATH DE number 7316680