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Fundamentalnaya i Prikladnaya Matematika, 2018, Volume 22, Issue 3, Pages 91–118 (Mi fpm1806)  
This article is cited in 1 scientific paper (total in 1 paper)

Weak error for the Euler scheme approximation of degenerate diffusions with nonsmooth coefficients

A. A. Kozhina

National Research University Higher School of Economics, Moscow, Russia
Full-text PDF (273 kB) Citations (1)
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Abstract: We study the weak error associated with the Euler scheme of Kolmogorov like degenerate diffusion processes with nonsmooth bounded coefficients. More precisely, we consider the case of Hölder continuous homogeneous coefficients.
Funding agency Grant number
Russian Science Foundation 17-11-01098
This study was supported by the Russian Science Foundation (project No. 17-11-01098).
English version:
Journal of Mathematical Sciences (New York), 2021, Volume 254, Issue 4, Pages 510–531
DOI: https://doi.org/10.1007/s10958-021-05322-5
Document Type: Article
UDC: 519.216.2
Language: Russian
Citation: A. A. Kozhina, “Weak error for the Euler scheme approximation of degenerate diffusions with nonsmooth coefficients”, Fundam. Prikl. Mat., 22:3 (2018), 91–118; J. Math. Sci., 254:4 (2021), 510–531
Citation in format AMSBIB
\Bibitem{Koz18}
\by A.~A.~Kozhina
\paper Weak error for the Euler scheme approximation of degenerate diffusions with nonsmooth coefficients
\jour Fundam. Prikl. Mat.
\yr 2018
\vol 22
\issue 3
\pages 91--118
\mathnet{http://mi.mathnet.ru/fpm1806}
\transl
\jour J. Math. Sci.
\yr 2021
\vol 254
\issue 4
\pages 510--531
\crossref{https://doi.org/10.1007/s10958-021-05322-5}
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    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Фундаментальная и прикладная математика
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