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

标题
A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients
作者
关键词
-
出版物
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Volume 121, Issue 10, Pages 2189-2200
出版商
Elsevier BV
发表日期
2011-07-04
DOI
10.1016/j.spa.2011.06.008

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