{"date_published":"2020-07-16T00:00:00Z","file_date_updated":"2020-09-21T13:15:02Z","isi":1,"date_updated":"2023-10-16T09:22:50Z","article_number":"82","date_created":"2019-04-30T07:40:17Z","oa_version":"Published Version","publication_status":"published","year":"2020","scopus_import":"1","intvolume":"        25","status":"public","citation":{"chicago":"Dareiotis, Konstantinos, and Mate Gerencser. “On the Regularisation of the Noise for the Euler-Maruyama Scheme with Irregular Drift.” <i>Electronic Journal of Probability</i>. Institute of Mathematical Statistics, 2020. <a href=\"https://doi.org/10.1214/20-EJP479\">https://doi.org/10.1214/20-EJP479</a>.","ama":"Dareiotis K, Gerencser M. On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift. <i>Electronic Journal of Probability</i>. 2020;25. doi:<a href=\"https://doi.org/10.1214/20-EJP479\">10.1214/20-EJP479</a>","ieee":"K. Dareiotis and M. Gerencser, “On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift,” <i>Electronic Journal of Probability</i>, vol. 25. Institute of Mathematical Statistics, 2020.","apa":"Dareiotis, K., &#38; Gerencser, M. (2020). On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift. <i>Electronic Journal of Probability</i>. Institute of Mathematical Statistics. <a href=\"https://doi.org/10.1214/20-EJP479\">https://doi.org/10.1214/20-EJP479</a>","short":"K. Dareiotis, M. Gerencser, Electronic Journal of Probability 25 (2020).","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.","mla":"Dareiotis, Konstantinos, and Mate Gerencser. “On the Regularisation of the Noise for the Euler-Maruyama Scheme with Irregular Drift.” <i>Electronic Journal of Probability</i>, vol. 25, 82, Institute of Mathematical Statistics, 2020, doi:<a href=\"https://doi.org/10.1214/20-EJP479\">10.1214/20-EJP479</a>."},"quality_controlled":"1","ddc":["510"],"has_accepted_license":"1","article_type":"original","abstract":[{"lang":"eng","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."}],"doi":"10.1214/20-EJP479","day":"16","author":[{"first_name":"Konstantinos","last_name":"Dareiotis","full_name":"Dareiotis, Konstantinos"},{"first_name":"Mate","full_name":"Gerencser, Mate","last_name":"Gerencser","id":"44ECEDF2-F248-11E8-B48F-1D18A9856A87"}],"_id":"6359","tmp":{"name":"Creative Commons Attribution 4.0 International Public License (CC-BY 4.0)","image":"/images/cc_by.png","legal_code_url":"https://creativecommons.org/licenses/by/4.0/legalcode","short":"CC BY (4.0)"},"file":[{"date_updated":"2020-09-21T13:15:02Z","date_created":"2020-09-21T13:15:02Z","access_level":"open_access","checksum":"8e7c42e72596f6889d786e8e8b89994f","success":1,"file_size":273042,"file_id":"8549","relation":"main_file","content_type":"application/pdf","file_name":"2020_EJournProbab_Dareiotis.pdf","creator":"dernst"}],"title":"On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift","publication":"Electronic Journal of Probability","article_processing_charge":"No","department":[{"_id":"JaMa"}],"external_id":{"isi":["000550150700001"],"arxiv":["1812.04583"]},"user_id":"2DF688A6-F248-11E8-B48F-1D18A9856A87","publisher":"Institute of Mathematical Statistics","type":"journal_article","publication_identifier":{"eissn":["1083-6489"]},"language":[{"iso":"eng"}],"volume":25,"oa":1,"month":"07"}