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Main Authors: Hue, Vu Thi, Tran, Ngoc Khue, Ngo, Hoang-Long
Format: Preprint
Published: 2026
Subjects:
Online Access:https://arxiv.org/abs/2604.25964
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author Hue, Vu Thi
Tran, Ngoc Khue
Ngo, Hoang-Long
author_facet Hue, Vu Thi
Tran, Ngoc Khue
Ngo, Hoang-Long
contents We study the error between the exact solution and its Euler-Maruyama approximation in temporal-spatial Hölder-norms for Lévy-driven stochastic differential equations.
format Preprint
id arxiv_https___arxiv_org_abs_2604_25964
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms for Lévy-driven stochastic differential equations
Hue, Vu Thi
Tran, Ngoc Khue
Ngo, Hoang-Long
Probability
We study the error between the exact solution and its Euler-Maruyama approximation in temporal-spatial Hölder-norms for Lévy-driven stochastic differential equations.
title Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms for Lévy-driven stochastic differential equations
topic Probability
url https://arxiv.org/abs/2604.25964