期刊名称：Brazilian Journal of Probability and Statistics
印刷版ISSN：0103-0752
出版年度：2017
卷号：31
期号：1
页码：24-40
DOI：10.1214/15-BJPS301
语种：English
出版社：Brazilian Statistical Association
摘要：We study the strong rate of convergence of the tamed Euler–Maruyama approximation for one-dimensional stochastic differential equations with superlinearly growing drift and Hölder continuous diffusion coefficients.
