论文标题
Euler-Maruyama SDES具有DINI连续系数的SDES计划
Euler-Maruyama scheme for SDEs with Dini continuous coefficients
论文作者
论文摘要
在本文中，我们借助于对相关的kolmogorov方程的溶液规律性，以DINI连续系数为非脱位SDE的Euler-Maruyama方案的收敛速率。我们使用一种简单而巧妙的方法得出相同的结论，以简化证明并通过Dini Chanduild和Taylor扩展的特性来削弱\ cite {bhy}中的条件。
In this paper, we show the convergence rate of Euler-Maruyama scheme for non-degenerate SDEs with Dini continuous coefficients, by the aid of the regularity of the solution to the associated Kolmogorov equation. We obtain the same conclusions using a simple and clever way to simplify the proof and weaken the conditions in \cite{BHY} by the properties of Dini continuous and Taylor expansion.
