Login / Signup
Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients.
Hoang-Long Ngo
Dai Taguchi
Published in:
Math. Comput. (2016)
Keyphrases
</>
stochastic differential equations
maximum a posteriori estimation
brownian motion
additive gaussian noise
fractional brownian motion
optimal control
wavelet coefficients
long range
closed form solutions
poisson process
non stationary
differential equations
stochastic process