On stochastic differential equations with arbitrary slow convergence rates for strong approximation

DOI10.4310/CMS.2016.v14.n6.a1zbMath1355.65012arXiv1506.02828MaRDI QIDQ344368

Thomas Müller-Gronbach, Larisa Yaroslavtseva, Arnulf Jentzen

Publication date: 22 November 2016

Published in: Communications in Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.02828

zbMATH Keywords

stochastic differential equationstrong approximationbounded infinitely differentiable coefficient functionslower error boundsslow convergence ratesmooth coefficients

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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