On the performance of the Euler-Maruyama scheme for multidimensional SDEs with discontinuous drift coefficient

Fuente: arXiv

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Bibliographic Details
Main Authors:	Müller-Gronbach, Thomas, Rauhögger, Christopher, Yaroslavtseva, Larisa
Format:	Preprint
Published:	2025
Subjects:	Numerical Analysis Probability
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2504.01630