On optimal error rates for strong approximation of SDEs with a Hölder continuous drift coefficient

Fuente: arXiv

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Bibliographic Details
Main Authors:	Ellinger, Simon, Müller-Gronbach, Thomas, Yaroslavtseva, Larisa
Format:	Preprint
Published:	2025
Subjects:	Probability Numerical Analysis 65C30, 65C20 (Primary), 60H10 (Secondary)
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2504.20728