Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients (Q670738)

scientific article; zbMATH DE number 7039124

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English	Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients	scientific article; zbMATH DE number 7039124

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instance of

scholarly article

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title

Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients (English)

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author

Mario Hefter

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André Herzwurm

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Thomas Müller-Gronbach

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published in

The Annals of Applied Probability

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publication date

20 March 2019

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full work available at URL

https://arxiv.org/abs/1710.08707

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https://projecteuclid.org/euclid.aoap/1544000428

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zbMATH Keywords

stochastic differential equations

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nonglobally Lipschitz continuous coefficients

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strong (pathwise) approximation

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lower error bounds

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MaRDI profile type

Publication

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cites work

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Identifiers

DOI

10.1214/18-AAP1411

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:670738