Pages that link to "Item:Q6154556"
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The following pages link to Sharp lower error bounds for strong approximation of SDEs with piecewise Lipschitz continuous drift coefficient (Q6154556):
Displaying 3 items.
- On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient (Q6614416) (← links)
- Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift (Q6618516) (← links)
- On the convergence order of the Euler scheme for scalar SDEs with Hölder-type diffusion coefficients (Q6627016) (← links)
