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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.PR2017

A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives

Thomas Müller-Gronbach, Larisa Yaroslavtseva

Recently, it has been shown in [Jentzen, A., Müller-Gronbach, T., and Yaroslavtseva, L., Commun. Math. Sci., 14, 2016] that there exists a system of autonomous stochastic different…