Optimal global approximation of SDEs with time-irregular coefficients in asymptotic setting (Q670803)

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Optimal global approximation of SDEs with time-irregular coefficients in asymptotic setting
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    Optimal global approximation of SDEs with time-irregular coefficients in asymptotic setting (English)
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    20 March 2019
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    non-standard assumptions
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    global approximation
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    adaptive/nonadaptive standard information
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    minimal error algorithm
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    Monte Carlo algorithms
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