A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients
type: Item
instance of: scholarly article
title: A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients
zbMATH Open document ID: 1226.60095
author: Miklós Rásonyi
author: István Gyöngy
published in: Stochastic Processes and their Applications
publication date: 2011-10-10T00:00:00Z
full work available at URL: A NOTE ON EULER APPROXIMATIONS FOR SDES WITH H OLDER CONTINUOUS DIFFUSION COEFFICIENTS.pdf
Mathematics Subject Classification ID: 60H35
zbMATH DE Number: 5955959
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: Euler scheme
zbMATH Keywords: convergence speed
zbMATH Keywords: Hölder continuous
MaRDI profile type: Publication
OpenAlex ID: W1974091431
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DOI: 10.1016/J.SPA.2011.06.008
description: scientific article; zbMATH DE number 5955959