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An Euler scheme for McKean SDEs with Besov drift: convergence rate and implementation

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Jaquez, Luis Mario Chaparro, Issoglio, Elena, Palczewski, Jan
Natura:	Preprint
Pubblicazione:	2026
Soggetti:	Probability Numerical Analysis 65C30 (Primary), 60H35, 65C20, 46F99 (Secondary)
Accesso online:	Acceder al recurso
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