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Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift.

Pawel PrzybylowiczVerena SchwarzMichaela Szölgyenyi
Published in: CoRR (2023)
Keyphrases
  • error bounds
  • theoretical analysis
  • worst case
  • finite sample
  • polynomial time approximation
  • optimal solution
  • wavelet synopses
  • denoising