30 citations · 46 across the 12 of their papers we have counts for
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math.PR2019★ 3 cited
A strong order method for SDEs with discontinuous drift coefficient
Thomas Müller-Gronbach, Larisa Yaroslavtseva
In this paper we study strong approximation of the solution of a scalar stochastic differential equation (SDE) at the final time in the case when the drift coefficient may have dis…
math.PR2019★ 4 cited
On the strong regularity of degenerate additive noise driven stochastic differential equations with respect to their initial values
Arnulf Jentzen, Benno Kuckuck, Thomas Müller-Gronbach +1
Recently in [M. Hairer, M. Hutzenthaler, and A. Jentzen, Ann. Probab. 43, 2 (2015), 468--527] and [A. Jentzen, T. Müller-Gronbach, and L. Yaroslavtseva, Commun. Math. Sci. 14, 6 (2…