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The rates of the $L^p$-convergence of the Euler-Maruyama and Wong-Zakai approximations of path-dependent stochastic differential equations under the Lipschitz condition
Aida, Shigeki, Kikuchi, Takanori, Kusuoka, SeiichiroVolume:
70
Language:
english
Journal:
Tohoku Mathematical Journal
DOI:
10.2748/tmj/1520564419
Date:
March, 2018
File:
PDF, 212 KB
english, 2018