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"Drift-implicit Euler scheme for sandwiched processes driven by Hölder ..."

Giulia Di Nunno, Yuliya Mishura, Anton Yurchenko-Tytarenko (2023)

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DOI: 10.1007/S11075-022-01424-6

access: open

type: Journal Article

metadata version: 2024-03-22

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  dblp key:
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Giulia Di Nunno, Yuliya Mishura, Anton Yurchenko-Tytarenko:
Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises. Numer. Algorithms 93(2): 459-491 (2023)

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