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Showing 1 to 2 of 2 for “"Lower error bounds"”.
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On optimal error rates for strong approximation of stochastic differential equations with irregular drift coefficients
… coefficients. To do this, we derive the optimal error rates for the different classes of irregular drift coefficients. Furthermore, we show that the solution of an SDE with piecewise Hölder continuous drift coefficient has a regular local density, which is used in the proofs of the lower 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 …