"Error estimates of the Euler's method for stochastic differential ..."

Lei Li, Mengchao Wang, Yuliang Wang (2024)

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DOI: 10.48550/ARXIV.2409.04991

access: open

type: Informal or Other Publication

metadata version: 2024-10-09

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Lei Li, Mengchao Wang, Yuliang Wang:
Error estimates of the Euler's method for stochastic differential equations with multiplicative noise via relative entropy. CoRR abs/2409.04991 (2024)

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