Strong approximation of systems of stochastic differential equations

52 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation (2012, methodology): “The proof in [15] follows the standard method of analysis in references such as [13, 14].”
Optimal pointwise approximation of SDEs based on brownian motion at discrete points (2004, methodology): “For a proof of Lemma 10 under condition (A), we refer to M¨uller-Gronbach (2002b).”
Antithetic Multilevel Monte Carlo Estimation for Multidimensional SDEs (2013, methodology): “The analysis was extended by Müller-Gronbach [8] to general SDEs.”