Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms for Lévy-driven stochastic differential equations
Fuente:
arXiv
Enregistré dans:
| Auteurs principaux: | , , |
|---|---|
| Format: | Preprint |
| Publié: |
2026
|
| Sujets: | |
| Accès en ligne: | |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
| _version_ | 1866913109306769408 |
|---|---|
| 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 |