Larisa Yaroslavtseva

11 papers Journal 11
YearRankTypeTitle / Venue / Authors
2025 J jnl
On optimal error rates for strong approximation of SDEs with a Hölder continuous drift coefficient.
CoRR
Simon Ellinger, Thomas Müller-Gronbach, Larisa Yaroslavtseva
2025 J jnl
On the performance of the Euler-Maruyama scheme for multidimensional SDEs with discontinuous drift coefficient.
CoRR
Thomas Müller-Gronbach, Christopher Rauhögger, Larisa Yaroslavtseva
2024 J jnl
On optimal error rates for strong approximation of SDEs with a drift coefficient of fractional Sobolev regularity.
CoRR
Simon Ellinger, Thomas Müller-Gronbach, Larisa Yaroslavtseva
2024 J jnl
On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient.
CoRR
Thomas Müller-Gronbach, Larisa Yaroslavtseva
2024 J jnl
On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient.
J. Complex.
Thomas Müller-Gronbach, Larisa Yaroslavtseva
2023 J jnl
Algorithms and Complexity for Continuous Problems (Dagstuhl Seminar 23351).
Dagstuhl Reports
Dmitriy Bilyk, Michael Gnewuch, Jan Vybíral, Larisa Yaroslavtseva, Kumar Harsha
2017 J jnl
On non-polynomial lower error bounds for adaptive strong approximation of SDEs.
J. Complex.
Larisa Yaroslavtseva
2016 J jnl
Deterministic Quadrature Formulas for SDEs Based on Simplified Weak Itô-Taylor Steps.
Found. Comput. Math.
Thomas Müller-Gronbach, Larisa Yaroslavtseva
2015 J jnl
Algorithms and Complexity for Continuous Problems (Dagstuhl Seminar 15391).
Dagstuhl Reports
Aicke Hinrichs, Joseph F. Traub, Henryk Wozniakowski, Larisa Yaroslavtseva
2015 J jnl
On the complexity of computing quadrature formulas for marginal distributions of SDEs.
J. Complex.
Thomas Müller-Gronbach, Klaus Ritter, Larisa Yaroslavtseva
2012 J jnl
Derandomization of the Euler scheme for scalar stochastic differential equations.
J. Complex.
Thomas Müller-Gronbach, Klaus Ritter, Larisa Yaroslavtseva