Convergence Rate of the Euler-Maruyama Scheme Applied to Diffusion Processes with L Q − L ρ Drift Coefficient and Additive Noise

We are interested in the time discretization of stochastic differential equations with additive d-dimensional Brownian noise and L q − L ρ drift coefficient when the condition d ρ + 2 q < 1, under which Krylov and Röckner [26] proved existence of a unique strong solution, is met. We show weak con...

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Veröffentlicht in:	The Annals of applied probability 2024-02, Vol.34 (1B)
Hauptverfasser:	Jourdain, Benjamin, Menozzi, Stéphane
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematics Probability
Online-Zugang:	Volltext
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