We study the strong approximation of a backward SDE with finite stopping time horizon, namely the first exit time of a forward SDE from a cylindrical domain. We use the Euler scheme approach of ...
In practice the Galerkin method for solving elliptic partial differential equations yields equations involving certain integrals which cannot be evaluated analytically. Instead these integrals are ...
Stein's method has emerged as a critical framework in the study of distributional approximations, providing quantitative bounds between probability distributions through the formulation and solution ...
Alsmeyer, Böhm, Dereich, Engwer, Friedrich (until 2021), Gusakova (since 2021), Hille, Holzegel (since 2020), Huesmann, Jentzen (since 2019), Kabluchko, Lohkamp ...
Alsmeyer, Böhm, Dereich, Engwer, Friedrich (until 2021), Gusakova (since 2021), Hille, Holzegel (since 2020), Huesmann, Jentzen (since 2019), Kabluchko, Lohkamp ...
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