"Convergence of the Euler-Maruyama method for multidimensional SDEs with ..."

Gunther Leobacher, Michaela Szölgyenyi (2018)

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DOI: 10.1007/S00211-017-0903-9

access: open

type: Journal Article

metadata version: 2021-10-14

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Gunther Leobacher, Michaela Szölgyenyi:
Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient. Numerische Mathematik 138(1): 219-239 (2018)

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