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Showing 1 to 1 of 1 for “"Asymptotic lower error bounds"”.
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Strongly Asymptotically Optimal Methods for the Pathwise Global Approximation of Stochastic Differential Equations with Coefficients of Super-linear Growth
… (SDEs) with respect to the supremum and the L_p error criteria, and we seek approximations that are strongly asymptotically optimal in specific classes of approximations. For the supremum error, we prove strong asymptotic optimality for specific tamed Euler schemes relating to certain adaptive …