{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,30]],"date-time":"2026-04-30T22:55:41Z","timestamp":1777589741476,"version":"3.51.4"},"reference-count":24,"publisher":"American Mathematical Society (AMS)","issue":"300","license":[{"start":{"date-parts":[[2016,10,30]],"date-time":"2016-10-30T00:00:00Z","timestamp":1477785600000},"content-version":"am","delay-in-days":366,"URL":"https:\/\/www.ams.org\/publications\/copyright-and-permissions"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Math. Comp."],"abstract":"<p>We consider the Euler-Maruyama approximation for multi-dimen- sional stochastic differential equations with irregular coefficients. We provide the rate of strong convergence where the possibly discontinuous drift coefficient satisfies a one-sided Lipschitz condition and the diffusion coefficient is H\u00f6lder continuous and uniformly elliptic.<\/p>","DOI":"10.1090\/mcom3042","type":"journal-article","created":{"date-parts":[[2015,2,11]],"date-time":"2015-02-11T13:10:22Z","timestamp":1423660222000},"page":"1793-1819","source":"Crossref","is-referenced-by-count":62,"title":["Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients"],"prefix":"10.1090","volume":"85","author":[{"given":"Hoang-Long","family":"Ngo","sequence":"first","affiliation":[]},{"given":"Dai","family":"Taguchi","sequence":"additional","affiliation":[]}],"member":"14","published-online":{"date-parts":[[2015,10,30]]},"reference":[{"issue":"7","key":"1","doi-asserted-by":"publisher","first-page":"1903","DOI":"10.1016\/j.cam.2011.10.023","article-title":"Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift","volume":"236","author":"Foroush Bastani, Ali","year":"2012","journal-title":"J. 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