The Euler-Maruyama method for S(F)DEs with Hölder drift and α-stable noise
Author:
Affiliation:
1. Center for Applied Mathematics, Tianjin University, Tianjin, P. R. China
2. School of Mathematics, Sun Yat-Sen University, Guangzhou, P. R. China
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/07362994.2017.1371037
Reference9 articles.
1. Convergence rate of numerical solutions to SFDEs with jumps
2. A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients
3. Strong solutions for functional SDEs with singular drift
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