most citedThe weak rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local times of the unknown process

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math.NA2017★ 2 cited

The weak rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local times of the unknown process

Mohsine Benabdallah, Kamal Hiderah

In this paper, we consider the weak convergence of the Euler-Maruyama approximation for one dimensional stochastic differential equations involving the local times of the unknown p…