On the convergence order of the Euler scheme for scalar SDEs with Hölder-type diffusion coefficients

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DOI:	https://doi.org/10.1016/j.jmaa.2024.128788
URL:	https://www.sciencedirect.com/science/article/pii/...
Additional URL:	https://www.researchgate.net/publication/383442125...
URN:	urn:nbn:de:bsz:180-madoc-684482
Document Type:	Article
Year of publication:	2025
The title of a journal, publication series:	Journal of Mathematical Analysis and Applications
Volume:	542
Issue number:	1, Article 128788
Page range:	1-25
Place of publication:	Amsterdam [u.a.]
Publishing house:	Elsevier
ISSN:	0022-247X , 1096-0813
Publication language:	English
Institution:	School of Business Informatics and Mathematics > Wirtschaftsmathematik II: Stochastische Numerik (Neuenkirch 2013-)
Pre-existing license:	Creative Commons Attribution, Non-Commercial 4.0 International (CC BY-NC 4.0)
Subject:	510 Mathematics
Keywords (English):	scalar SDEs, Euler scheme , non-standard assumptions , fractional power , l1-error , inverse moment condition

	Dieser Eintrag ist Teil der Universitätsbibliographie.
	Das Dokument wird vom Publikationsserver der Universitätsbibliothek Mannheim bereitgestellt.

BASE: Mickel, Annalena ; Neuenkirch, Andreas

Google Scholar: Mickel, Annalena ; Neuenkirch, Andreas

ORCID: Mickel, Annalena ; Neuenkirch, Andreas

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