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A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives - MaRDI portal

A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives

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Publication:6289497

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DOI10.1016/j.jmaa.2018.07.041arXiv1707.08818WikidataQ129440059 ScholiaQ129440059MaRDI QIDQ6289497

Thomas Müller-Gronbach, Larisa Yaroslavtseva

Publication date: 27 July 2017

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX) Probabilistic methods, stochastic differential equations (65Cxx)

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