Lévy驱动随机微分方程Euler-Maruyama逼近在时空Hölder范数下的强收敛速率
概率论
2026-05-12 v2
摘要
我们研究了Lévy驱动随机微分方程的精确解及其Euler-Maruyama逼近在时空Hölder范数下的误差。
引用
@article{arxiv.2604.25964,
title = {Strong convergence rate of Euler-Maruyama approximations in temporal-spatial H\"older-norms for L\'evy-driven stochastic differential equations},
author = {Vu Thi Hue and Ngoc Khue Tran and Hoang-Long Ngo},
journal= {arXiv preprint arXiv:2604.25964},
year = {2026}
}