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Table 3 Empirical convergence rates, based on step sizes \(2^{-\tilde{n}}, \tilde{n} \in \{4,\ldots ,10\}\)

From: The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate

  Initial values 0 1 1.2 1.25 1.4 2
\(e^{\mathrm{inc}}(n)\) elementary_minus34 0.32 0.30 0.32 0.32 0.28 0.29