Larisa Yaroslavtseva

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient Journal of Complexity	2024-10-07	Paper
Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise The Annals of Applied Probability	2023-06-05	Paper
Counterexamples to local Lipschitz and local Hölder continuity with respect to the initial values for additive noise driven stochastic differential equations with smooth drift coefficient functions with at most polynomially growing derivatives Discrete and Continuous Dynamical Systems. Series B	2022-10-25	Paper
An adaptive strong order 1 method for SDEs with discontinuous drift coefficient Journal of Mathematical Analysis and Applications	2022-05-03	Paper
Existence, uniqueness and approximation of solutions of SDEs with superlinear coefficients in the presence of discontinuities of the drift coefficient	2022-04-05	Paper
A strong order 3/4 method for SDEs with discontinuous drift coefficient IMA Journal of Numerical Analysis	2022-01-27	Paper
On the strong regularity of degenerate additive noise driven stochastic differential equations with respect to their initial values Journal of Mathematical Analysis and Applications	2021-06-14	Paper
On the performance of the Euler-Maruyama scheme for SDEs with discontinuous drift coefficient Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2020-05-13	Paper
A strong order $3/4$ method for SDEs with discontinuous drift coefficient	2019-04-18	Paper
A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives Journal of Mathematical Analysis and Applications	2018-08-27	Paper
On non-polynomial lower error bounds for adaptive strong approximation of SDEs Journal of Complexity	2017-09-07	Paper
A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives	2017-07-27	Paper
On sub-polynomial lower error bounds for quadrature of SDEs with bounded smooth coefficients Stochastic Analysis and Applications	2017-05-16	Paper
Deterministic quadrature formulas for SDEs based on simplified weak Itô-Taylor steps Foundations of Computational Mathematics	2017-03-17	Paper
On stochastic differential equations with arbitrary slow convergence rates for strong approximation Communications in Mathematical Sciences	2016-11-22	Paper
Constructive Quantization and Multilevel Algorithms for Quadrature of Stochastic Differential Equations Extraction of Quantifiable Information from Complex Systems	2015-06-18	Paper
On the complexity of computing quadrature formulas for marginal distributions of SDEs Journal of Complexity	2014-12-05	Paper
Derandomization of the Euler scheme for scalar stochastic differential equations Journal of Complexity	2012-05-07	Paper
Non-classical error bounds in the central limit theorem.	2010-03-31	Paper
On optimal error rates for strong approximation of SDEs with a drift coefficient of fractional Sobolev regularity	N/A	Paper
On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient	N/A	Paper

Research outcomes over time

This page was built for person: Larisa Yaroslavtseva