On sub-polynomial lower error bounds for quadrature of SDEs with bounded smooth coefficients (Q2986694)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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