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On the convergence order of the Euler scheme for scalar SDEs with Hölder-type diffusion coefficients

Fuente: arXiv

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Bibliographic Details
Main Authors:	Mickel, Annalena, Neuenkirch, Andreas
Format:	Preprint
Published:	2023
Subjects:	Numerical Analysis Probability 65C30, 60H35
Online Access:	Acceder al recurso
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