On non-polynomial lower error bounds for adaptive strong approximation of SDEs
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Publication:2402415
DOI10.1016/j.jco.2017.04.002zbMath1396.65012arXiv1609.08073OpenAlexW2962873919MaRDI QIDQ2402415
Publication date: 7 September 2017
Published in: Journal of Complexity (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.08073
stochastic differential equationsadaptive methodsstrong approximationlower error boundsslow convergence ratesmooth coefficients
Numerical solutions to stochastic differential and integral equations (65C30) Complexity and performance of numerical algorithms (65Y20)
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