2 papers
math.PR2026
Strong rate of convergence for the Euler-Maruyama scheme of additive fractional SDEs with Lipschitz drift
Tsukasa Moritoki
We study the strong convergence rate of the Euler-Maruyama scheme for additive stochastic differential equations driven by a fractional Brownian motion with Hurst parameter $H \in…
math.PR2026
Strong rate of convergence for the Euler--Maruyama scheme of SDEs with unbounded Hölder continuous drift coefficient
Tsukasa Moritoki, Dai Taguchi
In this paper, we provide the strong rate of convergence for the Euler--Maruyama scheme for multi-dimensional stochastic differential equations with uniformly locally (unbounded) H…