Sharp lower error bounds for strong approximation of SDEs with piecewise Lipschitz continuous drift coefficient (Q6154556)
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scientific article; zbMATH DE number 7805477
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| English | Sharp lower error bounds for strong approximation of SDEs with piecewise Lipschitz continuous drift coefficient |
scientific article; zbMATH DE number 7805477 |
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Sharp lower error bounds for strong approximation of SDEs with piecewise Lipschitz continuous drift coefficient (English)
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15 February 2024
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discontinuous drift coefficient
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stochastic differential equations
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strong approximation
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lower error bounds
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0.8863759636878967
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0.8751400113105774
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0.8692869544029236
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0.8624079823493958
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