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• W3020102215 abstract "We prove several properties of the EMCEL scheme, which is capable of approximating one-dimensional continuous strong Markov processes in distribution on the path space (the scheme is briefly recalled). Special cases include irregular stochastic differential equations and processes with sticky features. In particular, we highlight differences from the Euler scheme in the case of stochastic differential equations and discuss a certain “stabilizing” behavior of the EMCEL scheme like “smoothing and tempered growth behavior”." @default.
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• W3020102215 date "2022-05-01" @default.
• W3020102215 modified "2023-09-23" @default.
• W3020102215 title "Properties of the EMCEL scheme for approximating irregular diffusions" @default.
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• W3020102215 doi "https://doi.org/10.1016/j.jmaa.2021.125931" @default.
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