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2020 – today
- 2024
[j5]Thomas Müller-Gronbach, Larisa Yaroslavtseva:
On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient. J. Complex. 85: 101870 (2024)- [i4]Simon Ellinger, Thomas Müller-Gronbach, Larisa Yaroslavtseva:
On optimal error rates for strong approximation of SDEs with a drift coefficient of fractional Sobolev regularity. CoRR abs/2402.13732 (2024) - [i3]Thomas Müller-Gronbach, Larisa Yaroslavtseva:
On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient. CoRR abs/2403.00637 (2024) - 2023
- [i2]Dmitriy Bilyk, Michael Gnewuch, Jan Vybíral, Larisa Yaroslavtseva, Kumar Harsha:
Algorithms and Complexity for Continuous Problems (Dagstuhl Seminar 23351). Dagstuhl Reports 13(8): 106-128 (2023)
2010 – 2019
- 2017
- [j4]Larisa Yaroslavtseva:
On non-polynomial lower error bounds for adaptive strong approximation of SDEs. J. Complex. 42: 1-18 (2017) - 2016
- [j3]Thomas Müller-Gronbach, Larisa Yaroslavtseva:
Deterministic Quadrature Formulas for SDEs Based on Simplified Weak Itô-Taylor Steps. Found. Comput. Math. 16(5): 1325-1366 (2016) - 2015
- [j2]Thomas Müller-Gronbach, Klaus Ritter, Larisa Yaroslavtseva:
On the complexity of computing quadrature formulas for marginal distributions of SDEs. J. Complex. 31(1): 110-145 (2015) - [i1]Aicke Hinrichs, Joseph F. Traub, Henryk Wozniakowski, Larisa Yaroslavtseva:
Algorithms and Complexity for Continuous Problems (Dagstuhl Seminar 15391). Dagstuhl Reports 5(9): 57-76 (2015) - 2012
- [j1]Thomas Müller-Gronbach, Klaus Ritter, Larisa Yaroslavtseva:
Derandomization of the Euler scheme for scalar stochastic differential equations. J. Complex. 28(2): 139-153 (2012)
Coauthor Index
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