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



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

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Item Type: Article
Additional Information: publisher: Elsevier articletitle: Strong rate of convergence for the Euler–Maruyama approximation of SDEs with Hölder continuous drift coefficient journaltitle: Stochastic Processes and their Applications articlelink: http://dx.doi.org/10.1016/j.spa.2016.11.008 content_type: article copyright: Crown Copyright © 2016 Published by Elsevier B.V. All rights reserved.
Depositing User: Symplectic Admin
Date Deposited: 23 Jun 2016 15:20
Last Modified: 05 Dec 2018 17:10
DOI: 10.1016/j.spa.2016.11.008
URI: http://livrepository.liverpool.ac.uk/id/eprint/3001824
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