Strong convergence rate of Euler-Maruyama approximations in temporal-spatial HÃ¶lder-norms for LÃ©vy-driven stochastic differential equations

Vu Thi Hue; Ngoc Khue Tran; Hoang-Long Ngo

paper

Strong convergence rate of Euler-Maruyama approximations in temporal-spatial HÃ¶lder-norms for LÃ©vy-driven stochastic differential equations

arXiv:2604.25964

Abstract

We study the error between the exact solution and its Euler-Maruyama approximation in temporal-spatial HÃ¶lder-norms for LÃ©vy-driven stochastic differential equations.

Strong convergence rate of Euler-Maruyama approximations in temporal-spatial HÃ¶lder-norms for LÃ©vy-driven stochastic differential equations · wovepaper