research
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03/10/2023
Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift
In this note we prove sharp lower error bounds for numerical methods for...
research
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12/01/2022
Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs
We investigate the error of the randomized Milstein algorithm for solvin...
research
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11/16/2022