Zobrazeno 1 - 1
of 1
pro vyhledávání: '"Lampl, Gerald"'
We study the $L^p$ rate of convergence of the Milstein scheme for SDEs when the drift coefficients possess only H\"older regularity. If the diffusion is elliptic and sufficiently regular, we obtain rates consistent with the additive case. The proof r
Externí odkaz:
http://arxiv.org/abs/2305.16004