{"isi":1,"language":[{"iso":"eng"}],"file":[{"file_id":"8549","relation":"main_file","date_created":"2020-09-21T13:15:02Z","checksum":"8e7c42e72596f6889d786e8e8b89994f","success":1,"date_updated":"2020-09-21T13:15:02Z","access_level":"open_access","file_size":273042,"file_name":"2020_EJournProbab_Dareiotis.pdf","content_type":"application/pdf","creator":"dernst"}],"article_number":"82","tmp":{"short":"CC BY (4.0)","image":"/images/cc_by.png","legal_code_url":"https://creativecommons.org/licenses/by/4.0/legalcode","name":"Creative Commons Attribution 4.0 International Public License (CC-BY 4.0)"},"file_date_updated":"2020-09-21T13:15:02Z","user_id":"2DF688A6-F248-11E8-B48F-1D18A9856A87","quality_controlled":"1","day":"16","month":"07","_id":"6359","has_accepted_license":"1","date_updated":"2023-10-16T09:22:50Z","publication_status":"published","article_type":"original","doi":"10.1214/20-EJP479","title":"On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift","department":[{"_id":"JaMa"}],"external_id":{"isi":["000550150700001"],"arxiv":["1812.04583"]},"article_processing_charge":"No","author":[{"last_name":"Dareiotis","full_name":"Dareiotis, Konstantinos","first_name":"Konstantinos"},{"first_name":"Mate","id":"44ECEDF2-F248-11E8-B48F-1D18A9856A87","full_name":"Gerencser, Mate","last_name":"Gerencser"}],"intvolume":" 25","publisher":"Institute of Mathematical Statistics","publication_identifier":{"eissn":["1083-6489"]},"abstract":[{"text":"The strong rate of convergence of the Euler-Maruyama scheme for nondegenerate SDEs with irregular drift coefficients is considered. In the case of α-Hölder drift in the recent literature the rate α/2 was proved in many related situations. By exploiting the regularising effect of the noise more efficiently, we show that the rate is in fact arbitrarily close to 1/2 for all α>0. The result extends to Dini continuous coefficients, while in d=1 also to all bounded measurable coefficients.","lang":"eng"}],"oa":1,"date_created":"2019-04-30T07:40:17Z","volume":25,"date_published":"2020-07-16T00:00:00Z","citation":{"apa":"Dareiotis, K., & Gerencser, M. (2020). On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift. Electronic Journal of Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/20-EJP479","ama":"Dareiotis K, Gerencser M. On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift. Electronic Journal of Probability. 2020;25. doi:10.1214/20-EJP479","ista":"Dareiotis K, Gerencser M. 2020. On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift. Electronic Journal of Probability. 25, 82.","chicago":"Dareiotis, Konstantinos, and Mate Gerencser. “On the Regularisation of the Noise for the Euler-Maruyama Scheme with Irregular Drift.” Electronic Journal of Probability. Institute of Mathematical Statistics, 2020. https://doi.org/10.1214/20-EJP479.","ieee":"K. Dareiotis and M. Gerencser, “On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift,” Electronic Journal of Probability, vol. 25. Institute of Mathematical Statistics, 2020.","mla":"Dareiotis, Konstantinos, and Mate Gerencser. “On the Regularisation of the Noise for the Euler-Maruyama Scheme with Irregular Drift.” Electronic Journal of Probability, vol. 25, 82, Institute of Mathematical Statistics, 2020, doi:10.1214/20-EJP479.","short":"K. Dareiotis, M. Gerencser, Electronic Journal of Probability 25 (2020)."},"type":"journal_article","publication":"Electronic Journal of Probability","year":"2020","ddc":["510"],"status":"public","scopus_import":"1","oa_version":"Published Version"}