On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient

Fuente: arXiv

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Bibliographic Details
Main Authors:	Müller-Gronbach, T., Yaroslavtseva, L.
Format:	Preprint
Published:	2024
Subjects:	Probability Numerical Analysis 65C30, 65C20 (Primary) 60H10 (Secondary)
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2403.00637