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 16:59, 14 September 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives |
scientific article |
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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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