Sharp lower error bounds for strong approximation of SDEs with a drift coefficient of Hölder or Sobolev regularity using a Weierstraß scale

Simon Ellinger, Thomas Müller-Gronbach, Larisa Yaroslavtseva

We study strong approximation of solutions of SDEs with bounded $\alpha$-Hölder continuous drift coefficient and constant diffusion coefficient at time point $1$. Recently, it was shown…