A transformation based approach for proving convergence of Euler-type schemes for SDEs with discontinuous drift

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Author
Szölgyenyi, Michaela
Date
2017-11-23
Type
    Other Conference Item
Publication status
unpublished
Event
Research Seminar, Leeds, United Kingdom, November 23, 2017
Organisational unit
03951 - Jentzen, Arnulf (ehemalig) / Jentzen, Arnulf (former)  
Notes
Lecture at University of Leeds on 23 November 2017
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