- stochastic differential equation (2)
- brownian rough path (1)
- convexity (1)
- euler-maruyama approximation (1)
- logarithmic sobolev inequality (1)
- path-dependent coefficient (1)
- rate of convergence (1)
- reflecting boundary condition (1)
- rough path (1)
- weak poincare inequality (1)
- wong-zakai approximation (1)