Convergence rate of numerical scheme for SDEs with a distributional drift in Besov space

Fuente: arXiv

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Bibliographic Details
Main Authors:	Jáquez, Luis Mario Chaparro, Issoglio, Elena, Palczewski, Jan
Format:	Preprint
Published:	2023
Subjects:	Probability Numerical Analysis 65C30 (Primary), 60H35, 65C20, 46F99 (Secondary)
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2309.11396