Strong rate of tamed Euler-Maruyama approximation for stochastic differential equations with Hölder continuous diffusion coefficient
type: Item
instance of: scholarly article
title: Strong rate of tamed Euler-Maruyama approximation for stochastic differential equations with Hölder continuous diffusion coefficient
zbMATH Open document ID: 1380.60062
DOI: 10.1214/15-BJPS301
author: H. L. Ngo
author: Duc-Trong Luong
published in: Brazilian Journal of Probability and Statistics
publication date: 2017-04-05T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.bjps/1485334823
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 65C30
zbMATH DE Number: 6701242
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: irregular coefficients
zbMATH Keywords: Euler-Maruyama approximation
zbMATH Keywords: Hölder continuous diffusion
zbMATH Keywords: strong approximation
zbMATH Keywords: superlinearly growing drift
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 6701242