This paper focuses on analyzing the error of the randomized Euler algori...
We investigate existence, uniqueness and approximation of solutions to
s...
In this note we prove sharp lower error bounds for numerical methods for...
We investigate the error of the randomized Milstein algorithm for solvin...
We present the first higher-order approximation scheme for solutions of
...
We investigate error of the Euler scheme in the case when the right-hand...
In recent years dynamical systems (of deterministic and stochastic natur...
The crude Monte Carlo approximates the integral
S(f)=∫_a^b f(x) dx
...
We propose a novel methodology for estimating the epidemiological parame...
In this paper we address the existence, uniqueness and approximation of
...
In this paper we deal with pointwise approximation of solutions of stoch...
We deal with approximation of solutions of delay differential equations
...
We analyse errors of randomized explicit and implicit Euler schemes for
...
This paper deals with the solution of delay differential equations descr...
We deal with optimal approximation of solutions of ODEs under local Lips...
We deal with pointwise approximation of solutions of scalar stochastic
d...
In this paper we study jump-diffusion stochastic differential equations
...