| 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 | 55 | 2020 |
| 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 | 53 | 2012 |
| 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 | 44 | 2015 |
| 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 | 37 | 2022 |
| On non-polynomial lower error bounds for adaptive strong approximation of SDEs L Yaroslavtseva Journal of Complexity 42, 1-18, 2017 | 30 | 2017 |
| 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 | 25 | 2020 |
| 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 | 17 | 2015 |
| An adaptive strong order 1 method for SDEs with discontinuous drift coefficient L Yaroslavtseva Journal of Mathematical Analysis and Applications 513 (2), 126180, 2022 | 16 | 2022 |
| 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 | 15 | 2018 |
| 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 | 15 | 2016 |
| 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 | 12 | 2022 |
| 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 | 12 | 2017 |
| On hard quadrature problems for marginal distributions of SDEs with bounded smooth coefficients T Müller-Gronbach, L Yaroslavtseva arXiv preprint arXiv:1603.08686, 2016 | 5 | 2016 |
| Algorithms and Complexity for Continuous Problems (Dagstuhl Seminar 15391) A Hinrichs, JF Traub, H Wozniakowski, L Yaroslavtseva Dagstuhl Reports 5 (9), 2016 | 3 | 2016 |
| 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 | 2 | 2021 |
| 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 | 2 | 2020 |
| 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 | 2 | 2014 |
| Nonclassical error bounds for asymptotic expansions in the central limit theorem LS Yaroslavtseva Theory of Probability & Its Applications 53 (2), 365-367, 2009 | 2 | 2009 |
| Non-classical error bounds in the central limit theorem L Yaroslavtseva Otto-von-Guericke-Universität Magdeburg, Universitätsbibliothek, 2008 | 2 | 2008 |
| Non-classical Bounds in the Central Limit Theorem in R^ d LS Yaroslavtseva | 2 | 2005 |
