A numerical scheme for stochastic differential equations with distributional drift
type: Item
instance of: scholarly article
title: A numerical scheme for stochastic differential equations with distributional drift
zbMATH Open document ID: 1500.65001
author: Tiziano De Angelis
author: Maximilien Germain
author: E. Issoglio
published in: Stochastic Processes and their Applications
publication date: 2022-10-27T00:00:00Z
full work available at URL: https://arxiv.org/abs/1906.11026
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 7608412
zbMATH Keywords: Euler-Maruyama numerical scheme
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: distributional drift
zbMATH Keywords: rate of convergence
zbMATH Keywords: Haar and Faber functions
zbMATH Keywords: fractional Sobolev spaces
MaRDI profile type: Publication
OpenAlex ID: W2955744444
Wikidata QID: Q115341097
arXiv ID: 1906.11026
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DOI: 10.1016/J.SPA.2022.09.003
description: scientific article