Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients (Q670738)
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English | Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients |
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Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients (English)
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20 March 2019
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stochastic differential equations
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nonglobally Lipschitz continuous coefficients
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strong (pathwise) approximation
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lower error bounds
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