A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients

Gyöngy, I and Rásonyi, Miklós (2011) A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 121. pp. 2189-2200. ISSN 0304-4149

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Item Type: ISI Article
Uncontrolled Keywords: Euler equations, stochastic systems, Measurement theory, Holmium, DIFFUSION, Differential equations, Strong convergence, Stochastic differential equations, Lipschitz, Euler approximation, diffusion coefficients, Stochastic differential equation, Hölder continuous, Euler scheme, Convergence speed, CONVERGENCE, Holder continuous
Subjects: Q Science > QA Mathematics and Computer Science > QA75 Electronic computers. Computer science / számítástechnika, számítógéptudomány
Depositing User: EPrints Admin
Date Deposited: 12 Dec 2012 08:40
Last Modified: 05 Feb 2014 15:50
URI: http://eprints.sztaki.hu/id/eprint/6628

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