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arXiv · 2604.25964

Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms for Lévy-driven stochastic differential equations

Vu Thi Hue·Ngoc Khue Tran·Hoang-Long Ngo
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Abstract

We study the error between the exact solution and its Euler-Maruyama approximation in temporal-spatial Hölder-norms for Lévy-driven stochastic differential equations.

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Vu Thi Hue, Ngoc Khue Tran, Hoang-Long Ngo. 2026-05-11. Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms for Lévy-driven stochastic differential equations. https://arxiv.org/abs/2604.25964

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