Record link: 
http://hdl.handle.net/20.500.12708/223061
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Title: 
Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Lévy noise
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Citation: 
Butkovsky, O., Dareiotis, K., & Gerencsér, M. (2025). Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Lévy noise. ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 61(4). https://doi.org/10.1214/24-AIHP1506
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Publisher DOI: 
10.1214/24-AIHP1506
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Publication Type: 
Article - Original Research Article
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Language: 
English
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Authors: 
Butkovsky, Oleg 
Dareiotis, Konstantinos 
Gerencsér, Máté 
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Organisational Unit: 
E101-01-4 - Forschungsgruppe Stochastische Differentialgleichungen 
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Journal: 
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES 
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ISSN: 
0246-0203
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Date (published): 
2025
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Number of Pages: 
38
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Publisher: 
INST MATHEMATICAL STATISTICS-IMS
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Peer reviewed: 
Yes
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Keywords: 
Strong convergence rate; Euler–Maruyama scheme; Stochastic differential equations
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Project title: 
Quantum Optical Binding of Levitated Nanoparticles QBind Application for the Principal Investigator Project Submitted to the Austrian Science Fund (FWF) by Dr. Uros: PAT8785024 (FWF - Österr. Wissenschaftsfonds) 
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Research Areas: 
Fundamental Mathematics Research: 100%
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Science Branch: 
1010 - Mathematik: 100%
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