Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms

Martin Hutzenthaler, Tuan-Anh Nguyen. Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms. J. Computational Applied Mathematics, 413:114391, 2022. [doi]

Authors

Martin Hutzenthaler

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Tuan-Anh Nguyen

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