Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients
2017 ◽
Vol 53
(2)
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pp. 503-538
2018 ◽
Vol 32
(4)
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pp. 1780-1803
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2001 ◽
Vol 45
(3)
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pp. 466-479
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2016 ◽
Vol 8
(6)
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pp. 1004-1022
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Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
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2016 ◽
Vol 2016
(0)
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pp. 216-224
2011 ◽
Vol 63
(1)
◽
pp. 49-73
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