For a function g (h), we write g (h)= O (hp) to mean that there exist constants h0> 0 and K> 0
(independent of h) such that| g (h)|< Khp for all| h|< h0. In words, this means that g (h) tends …

Recently a lot of effort has been invested to analyze the L_p-error of the Euler–Maruyama
scheme in the case of stochastic differential equations (SDEs) with a drift coefficient that may …

We study the strong approximation of stochastic differential equations with discontinuous
drift coefficients and (possibly) degenerate diffusion coefficients. To account for the …

We study the strong convergence order of the Euler–Maruyama (EM) scheme for scalar
stochastic differential equations with additive noise and irregular drift. We provide a general …

In this paper we study strong approximation of the solution of a scalar stochastic differential
equation (SDE) at the final time in the case when the drift coefficient may have …

In the past decade, an intensive study of strong approximation of stochastic differential
equations (SDEs) with a drift coefficient that has discontinuities in space has begun. In the …

We survey recent developments in the field of complexity of pathwise approximation in p-th
mean of the solution of a stochastic differential equation at the final time based on finitely …

In this work, considering the inevitable effects of environmental perturbation on disease
transmission, we investigate a stochastic epidemic model with Crowley–Martin incidence …

In this study, we propose an approximate solution based on two‐dimensional shifted
Legendre polynomials to solve nonlinear stochastic partial differential equations with …

We are interested in the Euler--Maruyama discretization of a stochastic differential equation
in dimension d with constant diffusion coefficient and bounded measurable drift coefficient …