"On optimal error rates for strong approximation of SDEs with a drift ..."

Simon Ellinger, Thomas Müller-Gronbach, Larisa Yaroslavtseva (2024)

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DOI: 10.48550/ARXIV.2402.13732

access: open

type: Informal or Other Publication

metadata version: 2024-03-22

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  - journals/corr/abs-2402-13732
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  - https://dblp.org/rec/journals/corr/abs-2402-13732
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)

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