On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient (Q6614416)
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scientific article; zbMATH DE number 7922210
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient |
scientific article; zbMATH DE number 7922210 |
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On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient (English)
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7 October 2024
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stochastic differential equations
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non-Lipschitz drift coefficient
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strong approximation in \(p\)-th mean
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complexity
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lower error bounds
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error rates
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