On optimal error rates for strong approximation of SDEs with a drift coefficient of fractional Sobolev regularity

zbMatharXiv:2402.13732MaRDI QIDQ6522791

Thomas Müller-Gronbach, Larisa Yaroslavtseva, Simon Ellinger

Publication date: 1 January 1

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

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