On the randomized Euler algorithm under inexact information

DOI10.1016/J.CAM.2025.117070MaRDI QIDQ6894196zbMATH OpenFDO

Authors Marcin Baranek, Andrzej Kałuża, Paweł M. Morkisz, Paweł Przybyłowicz, Michał Sobieraj

Publication date 25 November 2025

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

optimalityWiener processlower boundsstochastic differential equationsinexact informationrandomized Euler algorithm

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Numerical solutions to stochastic differential and integral equations (65C30)

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