Remarks on the rate of strong convergence of Euler-Maruyama approximation for SDEs driven by rotation invariant stable processes

Hiroya Hashimoto; Takahiro Tsuchiya

Journal ArticleOPEN ACCESS

Remarks on the rate of strong convergence of Euler-Maruyama approximation for SDEs driven by rotation invariant stable processes

Hashimoto H
Tsuchiya T

JSIAM Letters (2013) 5(0) 13-16

DOI: 10.14495/jsiaml.5.13

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Hashimoto, H., & Tsuchiya, T. (2013). Remarks on the rate of strong convergence of Euler-Maruyama approximation for SDEs driven by rotation invariant stable processes. JSIAM Letters, 5(0), 13–16. https://doi.org/10.14495/jsiaml.5.13

Remarks on the rate of strong convergence of Euler-Maruyama approximation for SDEs driven by rotation invariant stable processes

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