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Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise - MaRDI portal

Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise (Q6103992)

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scientific article; zbMATH DE number 7692285
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Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise
scientific article; zbMATH DE number 7692285

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    Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise (English)
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    5 June 2023
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    discontinuous drift coefficient
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    lower error bounds
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    stochastic differential equations
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    strong approximation
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