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Larisa Yaroslavtseva

Identifiers

  • name variant Larisa Yaroslavtseva 0.60 · backfill

Papers (8)

  1. Sharp lower error bounds for strong approximation of SDEs with a drift coefficient of H\"older or Sobolev regularity using a Weierstra{\ss} scale math.PR · 2025 · author #3
  2. On the performance of the Euler-Maruyama scheme for multidimensional SDEs with discontinuous drift coefficient math.NA · 2025 · author #3
  3. A strong order $3/4$ method for SDEs with discontinuous drift coefficient math.PR · 2019 · author #2
  4. On the performance of the Euler-Maruyama scheme for SDEs with discontinuous drift coefficient math.NA · 2018 · author #2
  5. A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives math.PR · 2017 · author #2
  6. On non-polynomial lower error bounds for adaptive strong approximation of SDEs math.PR · 2016 · author #1
  7. On hard quadrature problems for marginal distributions of SDEs with bounded smooth coefficients math.NA · 2016 · author #2
  8. On stochastic differential equations with arbitrary slow convergence rates for strong approximation math.NA · 2015 · author #3

Mentions

  • 2504.01630 #3 · arxiv_oai · confidence 0.70 Larisa Yaroslavtseva
  • 2504.20728 #3 · arxiv_oai · confidence 0.70 Larisa Yaroslavtseva
  • 1809.08423 #2 · arxiv_oai · confidence 0.70 Larisa Yaroslavtseva
  • 1603.08686 #2 · arxiv_oai · confidence 0.70 Larisa Yaroslavtseva
  • 1506.02828 #3 · arxiv_oai · confidence 0.70 Larisa Yaroslavtseva

Frequent Coauthors