Yaroslavtseva, Larisa

1. On the performance of the Euler-Maruyama scheme for SDEs with discontinuous drift coefficient
   2018/09/22 by Müller-Gronbach, Thomas, Yaroslavtseva, Larisa · 2 citations
   #65C20 (Primary) 60H10 (Secondary) #65C30 #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR)
2. Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise
   2020/10/02 by Müller-Gronbach, Thomas, Yaroslavtseva, Larisa · 1 citation
   #FOS: Mathematics #Probability (math.PR)
3. Sharp lower error bounds for strong approximation of SDEs with a drift coefficient of Hölder or Sobolev regularity using a Weierstraß scale
   2025/04/29 by Simon Ellinger, Ellinger, Simon, Thomas Müller-Gronbach +3 · 2 citations
   Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Mathematical Approximation and Integration #Navier-Stokes equation solutions
4. On the performance of the Euler-Maruyama scheme for multidimensional SDEs with discontinuous drift coefficient
   2025/04/02 by Müller-Gronbach, Thomas, Rauhögger, Christopher, Yaroslavtseva, Larisa · 1 citation
   #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR)