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Showing 1 to 1 of 1 for “"Strong asymptotic optimality"”.
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Strongly Asymptotically Optimal Methods for the Pathwise Global Approximation of Stochastic Differential Equations with Coefficients of Super-linear Growth
Our subject of study is strong approximation of stochastic differential equations (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 …