On the performance of the Euler-Maruyama scheme for SDEs with discontinuous drift coefficient
METADATA ONLY
Loading...
Author / Producer
Date
2018-12
Publication Type
Report
ETH Bibliography
yes
Citations
Altmetric
METADATA ONLY
Data
Rights / License
Permanent link
Publication status
published
Editor
Book title
Journal / series
Volume
2018-50
Pages / Article No.
Publisher
Seminar for Applied Mathematics, ETH Zurich
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Organisational unit
03951 - Jentzen, Arnulf (ehemalig) / Jentzen, Arnulf (former)