Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms for Lévy-driven stochastic differential equations
Vu Thi Hue, Ngoc Khue Tran, Hoang-Long Ngo
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2026-04-28
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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.
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