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- W3148441644 abstract "In this paper, we show the convergence rate of Euler-Maruyama scheme for non-degenerate SDEs with Dini continuous coefficients, by the aid of the regularity of the solution to the associated Kolmogorov equation. We obtain the same conclusions using a simple and clever way to simplify the proof and weaken the conditions in cite{BHY} by the properties of Dini continuous and Taylor expansion." @default.
- W3148441644 created "2021-04-13" @default.
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- W3148441644 date "2020-09-27" @default.
- W3148441644 modified "2023-09-24" @default.
- W3148441644 title "Euler-Maruyama scheme for SDEs with Dini continuous coefficients" @default.
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- W3148441644 doi "https://doi.org/10.48550/arxiv.2009.12791" @default.
- W3148441644 hasPublicationYear "2020" @default.
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