On sub-polynomial lower error bounds for quadrature of SDEs with bounded smooth coefficients (Q2986694): Difference between revisions

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Revision as of 21:02, 19 March 2024

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On sub-polynomial lower error bounds for quadrature of SDEs with bounded smooth coefficients
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    On sub-polynomial lower error bounds for quadrature of SDEs with bounded smooth coefficients (English)
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    16 May 2017
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    stochastic differential equations
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    quadrature problem
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    lower bounds
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    non-Lipschitz coefficients
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    system
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    algorithm
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    Browian motion
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