Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise (Q6103992)
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scientific article; zbMATH DE number 7692285
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| English | Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise |
scientific article; zbMATH DE number 7692285 |
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Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise (English)
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5 June 2023
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discontinuous drift coefficient
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lower error bounds
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stochastic differential equations
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strong approximation
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0.9130597
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0.8869995
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0.88423246
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0.8837968
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0.88255596
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