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Weak rate of convergence of the Euler–Maruyama scheme for stochastic differential equations with non-regular drift
Kohatsu-Higa, Arturo, Lejay, Antoine, Yasuda, KazuhiroLanguage:
english
Journal:
Journal of Computational and Applied Mathematics
DOI:
10.1016/j.cam.2017.05.015
Date:
May, 2017
File:
PDF, 374 KB
english, 2017