Title of article
A note on Euler approximations for SDEs with Hِlder continuous diffusion coefficients
Author/Authors
Gyِngy، نويسنده , , Istvلn and Rلsonyi، نويسنده , , Miklَs، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2011
Pages
12
From page
2189
To page
2200
Abstract
We provide a rate for the strong convergence of Euler approximations for stochastic differential equations (SDEs) whose diffusion coefficient is not Lipschitz but only ( 1 / 2 + α ) -Hölder continuous for some α ≥ 0 .
Keywords
stochastic differential equation , Euler scheme , Convergence Speed , Hِlder continuous
Journal title
Stochastic Processes and their Applications
Serial Year
2011
Journal title
Stochastic Processes and their Applications
Record number
1578448
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