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20232025
most citedSharp lower error bounds for strong approximation of SDEs with piecewise Lipschitz continuous drift coefficient

3 citations · 3 across the 4 of their papers we have counts for

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math.PR2024

On optimal error rates for strong approximation of SDEs with a drift coefficient of fractional Sobolev regularity

Simon Ellinger, Thomas Müller-Gronbach, Larisa Yaroslavtseva

We study strong approximation of scalar additive noise driven stochastic differential equations (SDEs) at time point in the case that the drift coefficient is bounded and has S…