Larisa Yaroslavtseva

Available identifiers

zbMath Open yaroslavtseva.larisaMaRDI QIDQ344367

List of research outcomes

Publication	Date of Publication	Type
Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise	2023-06-05	Paper
Counterexamples to local Lipschitz and local Hölder continuity with respect to the initial values for additive noise driven stochastic differential equations with smooth drift coefficient functions with at most polynomially growing derivatives	2022-10-25	Paper
An adaptive strong order 1 method for SDEs with discontinuous drift coefficient	2022-05-03	Paper
Existence, uniqueness and approximation of solutions of SDEs with superlinear coefficients in the presence of discontinuities of the drift coefficient	2022-04-05	Paper
A strong order 3/4 method for SDEs with discontinuous drift coefficient	2022-01-27	Paper
On the strong regularity of degenerate additive noise driven stochastic differential equations with respect to their initial values	2021-06-14	Paper
On the performance of the Euler-Maruyama scheme for SDEs with discontinuous drift coefficient	2020-05-13	Paper
A strong order $3/4$ method for SDEs with discontinuous drift coefficient	2019-04-18	Paper
A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives	2018-08-27	Paper
On non-polynomial lower error bounds for adaptive strong approximation of SDEs	2017-09-07	Paper
A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives	2017-07-27	Paper
On sub-polynomial lower error bounds for quadrature of SDEs with bounded smooth coefficients	2017-05-16	Paper
Deterministic quadrature formulas for SDEs based on simplified weak Itô-Taylor steps	2017-03-17	Paper
On stochastic differential equations with arbitrary slow convergence rates for strong approximation	2016-11-22	Paper
Constructive Quantization and Multilevel Algorithms for Quadrature of Stochastic Differential Equations	2015-06-18	Paper
On the complexity of computing quadrature formulas for marginal distributions of SDEs	2014-12-05	Paper
Derandomization of the Euler scheme for scalar stochastic differential equations	2012-05-07	Paper
https://portal.mardi4nfdi.de/entity/Q3550594	2010-03-31	Paper
On optimal error rates for strong approximation of SDEs with a drift coefficient of fractional Sobolev regularity	0001-01-03	Paper
On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient	0001-01-03	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Larisa Yaroslavtseva