most citedStrongly Asymptotically Optimal Schemes for the Strong Approximation of Stochastic Differential Equations with respect to the Supremum Error

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Strongly Asymptotically Optimal Schemes for the Strong Approximation of Stochastic Differential Equations with respect to the Supremum Error

Simon Hatzesberger

Our subject of study is strong approximation of stochastic differential equations (SDEs) with respect to the supremum error criterion, and we seek approximations that are strongly…