Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient
type: Item
instance of: scholarly article
title: Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient
zbMATH Open document ID: 1367.60090
author: Dai Taguchi
author: Olivier Menoukeu-Pamen
published in: Stochastic Processes and their Applications
publication date: 2017-06-30T00:00:00Z
full work available at URL: https://arxiv.org/abs/1508.07513
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60G52
Mathematics Subject Classification ID: 41A25
zbMATH DE Number: 6737989
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: Euler-Maruyama approximation
zbMATH Keywords: strong approximation
zbMATH Keywords: convergence rate
zbMATH Keywords: Hölder continuous drift
zbMATH Keywords: Lévy process
zbMATH Keywords: truncated symmetric \(\alpha\)-stable process
MaRDI profile type: Publication
OpenAlex ID: W2964246490
arXiv ID: 1508.07513
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DOI: 10.1016/J.SPA.2016.11.008
description: scientific article