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Strong approximation of systems of stochastic differential equations
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Strong approximation of systems of stochastic differential equations (2002)Strong approximation of systems of stocha…Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise (2023)Sharp lower error bounds for …Optimal pointwise approximation of SDE’s from inexact information (2017)Optimal pointwise approximati…Antithetic Multilevel Monte Carlo Estimation for Multidimensional SDEs (2013)Antithetic Multilevel Monte C…Monte Carlo Methods in Financial Engineering (2003)Improved Multilevel Monte Carlo Convergence using the Milstein Scheme (2007)Multilevel Monte Carlo Path Simulation (2008)Brownian Motion and Stochastic Calculus (2007)Stochastic differential equations and applications (2008)Numerical solution of stochastic differential equations (2016)Existence of strong solutions for Itô's stochastic equations via approximations (1996)Brownian Motion and Stochastic Calculus (1998)
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  • 2023Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise18 cited
  • 2017Optimal pointwise approximation of SDE’s from inexact information16 cited
  • 2013Antithetic Multilevel Monte Carlo Estimation for Multidimensional SDEs15 cited

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