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Pathwise convergence of the Euler scheme for rough and stochastic differential equations


Allan, Andrew L. ; Kwossek, Anna P. ; Liu, Chong ; Prömel, David J.


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DOI: https://doi.org/10.1112/jlms.70297
URL: https://londmathsoc.onlinelibrary.wiley.com/doi/10...
Additional URL: https://www.researchgate.net/publication/395453562...
URN: urn:nbn:de:bsz:180-madoc-708727
Document Type: Article
Year of publication: 2025
The title of a journal, publication series: Journal of the London Mathematical Society
Volume: 112
Issue number: 3
Page range: 1-51
Place of publication: New York ; Oxford
Publishing house: Wiley
ISSN: 0024-6107 , 1469-7750
Publication language: English
Institution: School of Business Informatics and Mathematics > Mathematical Finance (Prömel 2019-)
Pre-existing license: Creative Commons Attribution 4.0 International (CC BY 4.0)
Subject: 510 Mathematics
Classification: MSC: 65C30 , 65L20 , 60L20 , 60H35,




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Das Dokument wird vom Publikationsserver der Universitätsbibliothek Mannheim bereitgestellt.




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BASE: Allan, Andrew L. ; Kwossek, Anna P. ; Liu, Chong ; Prömel, David J.

Google Scholar: Allan, Andrew L. ; Kwossek, Anna P. ; Liu, Chong ; Prömel, David J.

ORCID: Allan, Andrew L. ; Kwossek, Anna P. ; Liu, Chong ; Prömel, David J. ORCID: 0000-0001-7028-7500

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