English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Tools annual

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Tools monthly

Global: Zendy Plus monthly

Presents the access of premium content as premium feature

Premium Content

Global: Zendy Plus annual

Global: Zendy Free Plan

We propose a new numerical method for one dimensional stochastic differentialequations (SDEs). The main idea of this method is based on a representation ofa weak solution of a SDE with a time changed Brownian motion, dated back toDoeblin (1940). In cases where the diffusion coefficient is bounded and$\beta$-H\"{o}lder continuous with $0 < \beta \leq 1$, we provide the rate ofstrong convergence. An advantage of our approach is that we approximate theweak solution, which enables us to treat a SDE with no strong solution. Ourscheme is the first to achieve the strong convergence for the case $0 < \beta <1/2$.

A New Discretization Scheme for One Dimensional Stochastic Differential Equations Using Time Change Method