Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients (Q670738)

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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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