most citedConvergence rate of stability problems of SDEs with (dis-)continuous coefficients

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math.PR2014★ 3 cited

Convergence rate of stability problems of SDEs with (dis-)continuous coefficients

Hashimoto Hashimoto, Takahiro Tsuchiya

We consider the stability problems of one dimensional SDEs when the diffusion coefficients satisfy the so called Nakao-Le Gall condition. The explicit rate of convergence of the st…