Sign in

Sharp lower error bounds for strong approximation of SDEs with piecewise Lipschitz continuous drift coefficient.

Simon Ellinger
Published in: J. Complex. (2024)
Keyphrases
  • error bounds
  • theoretical analysis
  • worst case
  • polynomial time approximation
  • high quality
  • high level
  • significantly lower
  • finite sample
  • special case
  • data management