Approximation of SDEs : a stochastic sewing approach

Butkovsky, Oleg; Dareiotis, Konstantinos; Gerencscér, Máté

doi:10.1007/s00440-021-01080-2

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Approximation of SDEs : a stochastic sewing approach

Butkovsky, O., Dareiotis, K., & Gerencscér, M. (2021). Approximation of SDEs: a stochastic sewing approach. Probability theory and related fields, 181(4), 975-1034. doi:10.1007/s00440-021-01080-2.

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Item Permalink: https://hdl.handle.net/21.11116/0000-000A-89CE-4 Version Permalink: https://hdl.handle.net/21.11116/0000-000A-89CF-3

Genre: Journal Article

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Creators:
Butkovsky, Oleg¹, Author
Dareiotis, Konstantinos¹, Author
Gerencscér, Máté, Author

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1Max Planck Institute for Mathematics in the Sciences, Max Planck Society, ou_3039308

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Dates: Date issued: 2021

Publication Status: Issued

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Identifiers: DOI: 10.1007/s00440-021-01080-2
Other: 85846

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Title: Probability theory and related fields

Source Genre: Journal

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Pages: - Volume / Issue: 181 (4) Sequence Number: - Start / End Page: 975 - 1034 Identifier: ISSN: 1432-2064