A note on strong approximation of SDES with smooth coefficients that have at most linearly growing derivatives
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Author / Producer
Date
2018-11-15
Publication Type
Journal Article
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yes
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Publication status
published
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Book title
Journal / series
Volume
467 (2)
Pages / Article No.
1013 - 1031
Publisher
Elsevier
Event
Edition / version
Methods
Software
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Date collected
Date created
Subject
Stochastic differential equations; Strong approximation; Coefficients of polynomial growth; Lower error bounds; Subpolynomial error rate; Adaptive methods
Organisational unit
03951 - Jentzen, Arnulf (ehemalig) / Jentzen, Arnulf (former)