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20052025
most citedOptimal pointwise approximation of SDEs based on brownian motion at discrete points

34 citations · 40 across the 5 of their papers we have counts for

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math.PR2022

Existence, uniqueness and approximation of solutions of SDEs with superlinear coefficients in the presence of discontinuities of the drift coefficient

Thomas Müller-Gronbach, Sotirios Sabanis, Larisa Yaroslavtseva

Existence, uniqueness, and -approximation results are presented for scalar stochastic differential equations (SDEs) by considering the case where, the drift coefficient has fi…