123 citations
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Showing 2023 · math.PRShow all
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math.PR2023
The Maclaurin inequality through the probabilistic lens
Lorenz Frühwirth, Michael Juhos, Joscha Prochno
In this paper we take a probabilistic look at Maclaurin's inequality, which is a refinement of the classical AM-GM inequality. In a natural randomized setting, we obtain limit theo…
math.PR2023★ 3 cited
Sharp lower error bounds for strong approximation of SDEs with piecewise Lipschitz continuous drift coefficient
Simon Ellinger
We study pathwise approximation of strong solutions of scalar stochastic differential equations (SDEs) at a single time in the presence of discontinuities of the drift coefficient.…