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"On the complexity of strong approximation of stochastic differential ..."

Thomas Müller-Gronbach, Larisa Yaroslavtseva (2024)

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DOI: 10.48550/ARXIV.2403.00637

access: open

type: Informal or Other Publication

metadata version: 2024-04-10

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  - journals/corr/abs-2403-00637
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  - https://dblp.org/rec/journals/corr/abs-2403-00637
Thomas Müller-Gronbach, Larisa Yaroslavtseva:
On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient. CoRR abs/2403.00637 (2024)

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