Euler-Maruyama Scheme for Sde Driven by L\'Evy Process with H\"Older Drift
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Publisher
Elsevier BV
Reference21 articles.
1. Approximation of SDEs: a stochastic sewing approach;Oleg Butkovsky;Probab. Theory Related Fields,2021
2. Convergence rate of Euler-Maruyama scheme for SDEs with H�lder-Dini continuous drifts;Jianhai Bao;J. Theoret. Probab,2019
3. Convergence in total variation of the Euler-Maruyama scheme applied to diffusion processes with measurable drift coefficient and additive noise;Oumaima Bencheikh;SIAM J. Numer. Anal,2022
4. A new Bernstein's inequality and the 2d dissipative quasi-geostrophic equation;Qionglei Chen;Communications in mathematical physics,2007
5. Stochastic flows for L�vy processes with H�lder drifts;Zhen-Qing Chen;Revista Matem�tica Iberoamericana,2018
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