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- W2904457275 abstract "The strong rate of convergence of the Euler-Maruyama scheme for nondegenerate SDEs with irregular drift coefficients is considered. In the case of $alpha $-Hölder drift in the recent literature the rate $alpha /2$ was proved in many related situations. By exploiting the regularising effect of the noise more efficiently, we show that the rate is in fact arbitrarily close to $1/2$ for all $alpha >0$. The result extends to Dini continuous coefficients, while in $d=1$ also to all bounded measurable coefficients." @default.
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- W2904457275 date "2020-01-01" @default.
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- W2904457275 title "On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift" @default.
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