Strong convergence rate of Euler-Maruyama approximations ...
Vu Thi Hue, Ngoc Khue Tran, Hoang-Long Ngo·2026-04-28·via math.PR updates on arXiv.org
We study the error between the exact solution and its Euler-Maruyama approximation in temporal-spatial Hölder-norms for Lévy-driven stochastic differential equations.