A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives (Q1664478)
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scientific article; zbMATH DE number 6925396
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| English | A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives |
scientific article; zbMATH DE number 6925396 |
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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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0.88198614
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0.8791576
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0.8788825
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0.8779559
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0.87687206
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0.8760856
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