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20132026
most citedOn the Euler-Maruyama approximation for one-dimensional stochastic differential equations with irregular coefficients

24 citations · 33 across the 12 of their papers we have counts for

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math.PR2026

Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms for Lévy-driven stochastic differential equations

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

We study the error between the exact solution and its Euler-Maruyama approximation in temporal-spatial Hölder-norms for Lévy-driven stochastic differential equations.