30 citations · 46 across the 12 of their papers we have counts for
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math.PR2016
On non-polynomial lower error bounds for adaptive strong approximation of SDEs
Larisa Yaroslavtseva
Recently, it has been shown in [Hairer, M., Hutzenthaler, M., Jentzen, A., Loss of regularity for Kolmogorov equations, Ann. Probab. 43, 2 (2015), 468--527] that there exists a sys…
math.NA2016★ 2 cited
On hard quadrature problems for marginal distributions of SDEs with bounded smooth coefficients
Thomas Müller-Gronbach, Larisa Yaroslavtseva
In recent work of Hairer, Hutzenthaler and Jentzen, see [9], a stochastic differential equation (SDE) with infinitely often differentiable and bounded coefficients was constructed…