Convergence of the Euler–Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient (English)
- New search for: Leobacher, G.
- New search for: Szölgyenyi, M.
- New search for: Leobacher, G.
- New search for: Szölgyenyi, M.
In:
NUMERISCHE MATHEMATIK
;
138
, 1
;
219-239
;
2018
-
ISSN:
- Article (Journal) / Print
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Title:Convergence of the Euler–Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient
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Contributors:Leobacher, G. ( author ) / Szölgyenyi, M. ( author )
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Published in:NUMERISCHE MATHEMATIK ; 138, 1 ; 219-239
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Publisher:
- New search for: Springer Science + Business Media
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Publication date:2018-01-01
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Size:21 pages
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ISSN:
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Type of media:Article (Journal)
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Type of material:Print
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Language:English
- New search for: 510
- Further information on Dewey Decimal Classification
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Classification:
DDC: 510 -
Source:
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Table of contents – Volume 138, Issue 1
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
-
Modified Stieltjes polynomials and Gauss–Kronrod quadrature rulesCalle Ysern, B. / Spalević, M. M. et al. | 2017
- 37
-
A random sampling method for a family of Temple-class systems of conservation lawsBetancourt, Fernando / Bürger, Raimund / Chalons, Christophe / Diehl, Stefan / Farås, Sebastian et al. | 2017
- 75
-
Meshfree finite difference approximations for functions of the eigenvalues of the HessianFroese, Brittany D. et al. | 2017
- 101
-
Discrete maximal regularity of time-stepping schemes for fractional evolution equationsJin, Bangti / Li, Buyang / Zhou, Zhi et al. | 2017
- 133
-
Quantized tensor-structured finite elements for second-order elliptic PDEs in two dimensionsKazeev, Vladimir / Schwab, Christoph et al. | 2017
- 191
-
Multiscale techniques for parabolic equationsMålqvist, Axel / Persson, Anna et al. | 2017
- 219
-
Convergence of the Euler–Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficientLeobacher, Gunther / Szölgyenyi, Michaela et al. | 2017
- 241
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Regular decomposition and a framework of order reduced methods for fourth order problemsZhang, Shuo et al. | 2017