L. Yaroslavtseva

发表

On stochastic differential equations with arbitrary slow convergence rates for strong approximation

Arnulf Jentzen, Thomas Muller-Gronbach, L. Yaroslavtseva, 2015, 1506.02828.

A strong order $3/4$ method for SDEs with discontinuous drift coefficient.

Thomas Muller-Gronbach, L. Yaroslavtseva, 2019, 1904.09178.

Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise

Thomas Muller-Gronbach, L. Yaroslavtseva, 2020, The Annals of Applied Probability.

A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives

Thomas Muller-Gronbach, L. Yaroslavtseva, 2017, Journal of Mathematical Analysis and Applications.

On hard quadrature problems for marginal distributions of SDEs with bounded smooth coefficients

Larisa Yaroslavtseva, Thomas Muller-Gronbach, Thomas Muller-Gronbach, 2016, 1603.08686.

Counterexamples to local Lipschitz and local Hölder continuity with respect to the initial values for additive noise driven stochastic differential equations with smooth drift coefficient functions with at most polynomially growing derivatives

Arnulf Jentzen, Thomas Muller-Gronbach, L. Yaroslavtseva, 2020, Discrete & Continuous Dynamical Systems - B.

On the strong regularity of degenerate additive noise driven stochastic differential equations with respect to their initial values

Arnulf Jentzen, Thomas Muller-Gronbach, L. Yaroslavtseva, 2019, 1904.05963.

76 15391 – Algorithms and Complexity for Continuous Problems Participants

H. Wozniakowski, J. Traub, A. Hinrichs, 2016 .

Mathematisches Forschungsinstitut Oberwolfach Report No . 9 / 2017 DOI : 10 . 4171 / OWR / 2017 / 9 Mini-Workshop : Stochastic Differential Equations : Regularity and Numerical Analysis in Finite and Infinite Dimensions Organised

L. Yaroslavtseva, 2017 .

Deterministic Quadrature Formulas for SDEs Based on Simplified Weak Itô–Taylor Steps

T. Müller-Gronbach, L. Yaroslavtseva, 2015, Foundations of Computational Mathematics.

Separation of pesticides by high-performance liquid chromatography with amperometric detection

O. Shpigun, E. Shapovalova, L. Yaroslavtseva, 2009 .

On the complexity of computing quadrature formulas for marginal distributions of SDEs

Klaus Ritter, Thomas Müller-Gronbach, Larisa Yaroslavtseva, 2015, J. Complex..

Derandomization of the Euler scheme for scalar stochastic differential equations

Klaus Ritter, Thomas Müller-Gronbach, Larisa Yaroslavtseva, 2012, J. Complex..

Deterministic Quadrature Formulas for SDEs Based on Simplified Weak Itô–Taylor Steps

Thomas Müller-Gronbach, Larisa Yaroslavtseva, T. Müller-Gronbach, 2016, Found. Comput. Math..

On non-polynomial lower error bounds for adaptive strong approximation of SDEs

Larisa Yaroslavtseva, L. Yaroslavtseva, 2016, J. Complex..

Existence, uniqueness and approximation of solutions of SDEs with superlinear coefficients in the presence of discontinuities of the drift coefficient

S. Sabanis, Thomas Muller-Gronbach, L. Yaroslavtseva, 2022, 2204.02343.

On sub-polynomial lower error bounds for quadrature of SDEs with bounded smooth coefficients

Thomas Müller-Gronbach, Larisa Yaroslavtseva, T. Müller-Gronbach, 2017 .

On stochastic differential equations with arbitrary slow convergence rates for strong approximation

Arnulf Jentzen, Thomas Muller-Gronbach, L. Yaroslavtseva, 2015, 1506.02828.

On the complexity of computing quadrature formulas for marginal distributions of SDEs

K. Ritter, T. Müller-Gronbach, L. Yaroslavtseva, 2015, J. Complex..