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]

@article{HutzenthalerN22,
  title = {Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms},
  author = {Martin Hutzenthaler and Tuan-Anh Nguyen},
  year = {2022},
  doi = {10.1016/j.cam.2022.114391},
  url = {https://doi.org/10.1016/j.cam.2022.114391},
  researchr = {https://researchr.org/publication/HutzenthalerN22},
  cites = {0},
  citedby = {0},
  journal = {J. Computational Applied Mathematics},
  volume = {413},
  pages = {114391},
}