"Sharp lower error bounds for strong approximation of SDEs with piecewise ..."

Simon Ellinger (2024)

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DOI: 10.1016/J.JCO.2023.101822

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type: Journal Article

metadata version: 2024-02-20

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Simon Ellinger:
Sharp lower error bounds for strong approximation of SDEs with piecewise Lipschitz continuous drift coefficient. J. Complex. 81: 101822 (2024)

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