Larisa Yaroslavtseva

Finance · 2018

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 8 citations into it; #7,453 of 10,518 by trust here, #9,725 by citations

Whom Larisa Yaroslavtseva trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Thomas Muller-Gronbach
2. Gunther Leobacher
3. Michaela Szolgyenyi

Who trusts Larisa Yaroslavtseva overall

1. Andreas Neuenkirch
2. Michaela Szolgyenyi

Papers from Larisa Yaroslavtseva's perspective

Ordered by how strongly the researchers Larisa Yaroslavtseva trusts endorse each paper. Same corpus, a different order for every researcher.

1. Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients (Proceedings of the Royal Society A)
2. Loss of regularity for Kolmogorov equations
3. Optimal pointwise approximation of SDEs based on brownian motion at discrete points
4. A numerical method for SDEs with discontinuous drift (BIT Numerical Mathematics)
5. The optimal uniform approximation of systems of stochastic differential equations
6. Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
7. Multilevel Monte Carlo Path Simulation (Operational Research)
8. A note on the Euler–Maruyama scheme for stochastic differential equations with a discontinuous monotone drift coefficient
9. Numerical Solution of Stochastic Differential Equations
10. Stochastic Equations in Infinite Dimensions

Their papers

• On the performance of the Euler–Maruyama scheme for SDEs with discontinuous drift coefficient (2018) — 61 citations