A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives (Q1664478): Difference between revisions

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Revision as of 10:35, 16 July 2024

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A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives
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    A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives (English)
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    27 August 2018
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    stochastic differential equations
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    strong approximation
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    coefficients of polynomial growth
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    lower error bounds
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    subpolynomial error rate
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    adaptive methods
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