L. Yaroslavtseva

collaborators

2 papers

math.NA2026

On the performance of the Euler-Maruyama scheme for multidimensional SDEs with discontinuous drift coefficient

Thomas MÃ¼ller-Gronbach, Christopher RauhÃ¶gger, Larisa Yaroslavtseva

We study strong approximation of $d$ -dimensional stochastic differential equations (SDEs) with a discontinuous drift coefficient. More precisely, we essentially assume that the dri…

math.PR2026

Sharp lower error bounds for strong approximation of SDEs with a drift coefficient of HÃ¶lder or Sobolev regularity using a WeierstraÃ scale

Simon Ellinger, Thomas MÃ¼ller-Gronbach, Larisa Yaroslavtseva

We study strong approximation of solutions of SDEs with bounded $I^\pm$ -HÃ¶lder continuous drift coefficient and constant diffusion coefficient at time point $1$ . Recently, it was sho…

On the performance of the Euler-Maruyama scheme for multidimensional SDEs with discontinuous drift coefficient

Sharp lower error bounds for strong approximation of SDEs with a drift coefficient of HÃ¶lder or Sobolev regularity using a WeierstraÃ scale

Sharp lower error bounds for strong approximation of SDEs with a drift coefficient of HÃ¶lder or Sobolev regularity using a WeierstraÃ scale