Suivre
Larisa Yaroslavtseva
Larisa Yaroslavtseva
University Assistant with Doctorate, University of Graz
Adresse e-mail validée de uni-graz.at
Titre
Citée par
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Année
Derandomization of the Euler scheme for scalar stochastic differential equations
T Müller-Gronbach, K Ritter, L Yaroslavtseva
Journal of Complexity 28 (2), 139-153, 2012
522012
On the performance of the Euler–Maruyama scheme for SDEs with discontinuous drift coefficient
T Müller-Gronbach, L Yaroslavtseva
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 56 (2 …, 2020
492020
On stochastic differential equations with arbitrary slow convergence rates for strong approximation
A Jentzen, T Müller-Gronbach, L Yaroslavtseva
arXiv preprint arXiv:1506.02828, 2015
442015
A strong order 3/4 method for SDEs with discontinuous drift coefficient
T Müller-Gronbach, L Yaroslavtseva
IMA Journal of Numerical Analysis 42 (1), 229-259, 2022
332022
On non-polynomial lower error bounds for adaptive strong approximation of SDEs
L Yaroslavtseva
Journal of Complexity 42, 1-18, 2017
292017
Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise
T Müller-Gronbach, L Yaroslavtseva
arXiv preprint arXiv:2010.00915, 2020
242020
On the complexity of computing quadrature formulas for marginal distributions of SDEs
T Mueller-Gronbach, K Ritter, L Yaroslavtseva
Journal of Complexity 31 (1), 110-145, 2015
172015
An adaptive strong order 1 method for SDEs with discontinuous drift coefficient
L Yaroslavtseva
Journal of Mathematical Analysis and Applications 513 (2), 126180, 2022
152022
Deterministic quadrature formulas for SDEs based on simplified weak Itô–Taylor steps
T Müller-Gronbach, L Yaroslavtseva
Foundations of Computational Mathematics 16 (5), 1325-1366, 2016
152016
A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives
T Müller-Gronbach, L Yaroslavtseva
Journal of Mathematical Analysis and Applications 467 (2), 1013-1031, 2018
142018
On sub-polynomial lower error bounds for quadrature of SDEs with bounded smooth coefficients
L Yaroslavtseva, T Müller-Gronbach
Stochastic Analysis and Applications 35 (3), 423-451, 2017
122017
Existence, uniqueness and approximation of solutions of SDEs with superlinear coefficients in the presence of discontinuities of the drift coefficient
T Müller-Gronbach, S Sabanis, L Yaroslavtseva
arXiv preprint arXiv:2204.02343, 2022
92022
On hard quadrature problems for marginal distributions of SDEs with bounded smooth coefficients
T Müller-Gronbach, L Yaroslavtseva
arXiv preprint arXiv:1603.08686, 2016
52016
Algorithms and Complexity for Continuous Problems (Dagstuhl Seminar 15391)
A Hinrichs, JF Traub, H Wozniakowski, L Yaroslavtseva
Dagstuhl Reports 5 (9), 2016
32016
On the strong regularity of degenerate additive noise driven stochastic differential equations with respect to their initial values
A Jentzen, B Kuckuck, T Müller-Gronbach, L Yaroslavtseva
Journal of Mathematical Analysis and Applications 502 (2), 125240, 2021
22021
Counterexamples to local Lipschitz and local H\" older continuity with respect to the initial values for additive noise driven SDEs with smooth drift coefficient functions with …
A Jentzen, B Kuckuck, T Müller-Gronbach, L Yaroslavtseva
arXiv preprint arXiv:2001.03472, 2020
22020
Constructive quantization and multilevel algorithms for quadrature of stochastic differential equations
M Altmayer, S Dereich, S Li, T Müller-Gronbach, A Neuenkirch, K Ritter, ...
Extraction of quantifiable information from complex systems, 109-132, 2014
22014
Nonclassical error bounds for asymptotic expansions in the central limit theorem
LS Yaroslavtseva
Theory of Probability & Its Applications 53 (2), 365-367, 2009
22009
Non-classical error bounds in the central limit theorem
L Yaroslavtseva
Otto-von-Guericke-Universität Magdeburg, Universitätsbibliothek, 2008
22008
Non-classical Bounds in the Central Limit Theorem in R^ d
LS Yaroslavtseva
22005
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