Strong convergence of the Euler-Maruyama approximation for SDEs with unbounded drift



Menoukeu Pamen, Olivier, Babi, Akli OL and Dieye, Moustapha
(2022) Strong convergence of the Euler-Maruyama approximation for SDEs with unbounded drift. Stochastic Analysis and Applications, 41 (3). pp. 545-563.

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Item Type: Article
Divisions: Faculty of Science and Engineering > School of Physical Sciences
Depositing User: Symplectic Admin
Date Deposited: 03 Mar 2022 16:37
Last Modified: 01 May 2023 02:41
DOI: 10.1080/07362994.2022.2047726
Open Access URL: https://doi.org/10.1080/07362994.2022.2047726
Related URLs:
URI: https://livrepository.liverpool.ac.uk/id/eprint/3150036