Randomized Euler-Maruyama achieves strong Lp order 1/2 + min(alpha, beta/2) - epsilon for additive SDEs with alpha-Holder time and beta-Holder space drift, improving on standard Euler-Maruyama.
and Lˆ e, K.: Quantifying aconvergence theorem of Gy¨ ongy and Krylov, The Annals of Applied Probability , 33(3), pp.2291-2323, (2023)
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Randomised Euler-Maruyama method for SDEs with H\"older continuous drift coefficient
Randomized Euler-Maruyama achieves strong Lp order 1/2 + min(alpha, beta/2) - epsilon for additive SDEs with alpha-Holder time and beta-Holder space drift, improving on standard Euler-Maruyama.