Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient

Menoukeu Pamen, O and Taguchi, D (2017) Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient. Stochastic Processes and their Applications, 127 (8). pp. 2542-2559.

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Item Type:	Article
Uncontrolled Keywords:	Euler–Maruyama approximation, Strong approximation, Rate of convergence, Hölder continuous drift, Truncated symmetric
Depositing User:	Symplectic Admin
Date Deposited:	23 Jun 2016 15:20
Last Modified:	19 Jan 2023 07:35
DOI:	10.1016/j.spa.2016.11.008
Related URLs:	Publisher
URI:	https://livrepository.liverpool.ac.uk/id/eprint/3001824