Larisa Yaroslavtseva

Publication Activity (10 Years)

Years Active: 2012-2024
Publications (10 Years): 8

Top Topics

Practical Problems

Wavelet Synopses

Stochastic Differential Equations

Top Venues

Dagstuhl Reports

Found. Comput. Math.

Publications

Thomas Müller-Gronbach, Larisa Yaroslavtseva
On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient. J. Complex. 85 (2024)
Simon Ellinger, Thomas Müller-Gronbach, Larisa Yaroslavtseva
On optimal error rates for strong approximation of SDEs with a drift coefficient of fractional Sobolev regularity. CoRR (2024)
Thomas Müller-Gronbach, Larisa Yaroslavtseva
On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient. CoRR (2024)
Dmitriy Bilyk, Michael Gnewuch, Jan Vybíral, Larisa Yaroslavtseva, Kumar Harsha
Algorithms and Complexity for Continuous Problems (Dagstuhl Seminar 23351). Dagstuhl Reports 13 (8) (2023)
Larisa Yaroslavtseva
On non-polynomial lower error bounds for adaptive strong approximation of SDEs. J. Complex. 42 (2017)
Thomas Müller-Gronbach, Larisa Yaroslavtseva
Deterministic Quadrature Formulas for SDEs Based on Simplified Weak Itô-Taylor Steps. Found. Comput. Math. 16 (5) (2016)
Aicke Hinrichs, Joseph F. Traub, Henryk Wozniakowski, Larisa Yaroslavtseva
Algorithms and Complexity for Continuous Problems (Dagstuhl Seminar 15391). Dagstuhl Reports 5 (9) (2015)
Thomas Müller-Gronbach, Klaus Ritter, Larisa Yaroslavtseva
On the complexity of computing quadrature formulas for marginal distributions of SDEs. J. Complex. 31 (1) (2015)
Thomas Müller-Gronbach, Klaus Ritter, Larisa Yaroslavtseva
Derandomization of the Euler scheme for scalar stochastic differential equations. J. Complex. 28 (2) (2012)