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  5. Convergence Rate of Euler-Maruyama Scheme for SDEs with Rough Coefficients

Convergence Rate of Euler-Maruyama Scheme for SDEs with Rough Coefficients

来源 :上海交通大学 | 被引量 : 0次 | 上传用户：ESC_liangzi
【摘 要】
：
In this paper,we are concerned with convergence rate of Euler-Maruyama scheme for stochastic differential equations with rough coefficients.
【作 者】
：
Jianhai Bao Xing Huang Chenggui Yuan 
【机 构】
：
School of Mathematics and Statistics,Central South University,Changsha 410083,China
【出 处】
：
上海交通大学
【发表日期】
：
2016年4期
【关键词】
：
Euler-Maruyama scheme convergence rate H(o)lder-Dini continuity degenerate stoch 
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　　In this paper,we are concerned with convergence rate of Euler-Maruyama scheme for stochastic differential equations with rough coefficients.
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