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