论文标题
关于使用Hölder漂移的Euler-Maruyama方案的收敛速度较弱的注释
A note on the weak rate of convergence for the Euler-Maruyama scheme with Hölder drift
论文作者
论文摘要
我们认为由有界和$α$-Hölder连续漂移的SDE，$α\ in（0,1）$，由乘法噪声驱动。我们表明，在扩散矩阵的足够条件下，保证存在独特的强溶液，欧拉 - 玛丽亚山方案的收敛速度较弱，几乎为$（1+α）/2 $。目前的论文构成了作者硕士论文的一部分。
We consider SDEs with bounded and $α$-Hölder continuous drift, with $α\in (0,1)$, driven by multiplicative noise. We show that under sufficient conditions on the diffusion matrix, which guarantee the existence of a unique strong solution, the weak rate of convergence for the Euler-Maruyama scheme is almost $(1+α)/2$. The present paper forms part of the author's master's thesis.
