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

Arnulf Jentzen, Thomas Müller-Gronbach, Larisa Yaroslavtseva

In the recent article [Hairer, M., Hutzenthaler, M., Jentzen, A., Loss of regularity for Kolmogorov equations, Ann. Probab. 43 (2015), no. 2, 468--527] it has been shown that there…