Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients
classification
🧮 math.PR
keywords
approximationcoefficientsconvergencedifferentialdiscontinuousequationseuler-maruyamastochastic
read the original abstract
In this paper we study the strong convergence for the Euler-Maruyama approximation of a class of stochastic differential equations whose both drift and diffusion coefficients are possibly discontinuous.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.