On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient

zbMatharXiv:2403.00637MaRDI QIDQ6524209

Thomas Müller-Gronbach, Larisa Yaroslavtseva

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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