Convergence of the Euler–Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient
Crossref DOI link: https://doi.org/10.1007/s00211-017-0903-9
Published Online: 2017-07-20
Published Print: 2018-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Leobacher, Gunther
Szölgyenyi, Michaela
Funding for this research was provided by:
Vienna University of Economics and Business (WU)
License valid from 2017-07-20