Morkisz, Paweł M.; Przybyłowicz, Paweł Randomized derivative-free Milstein algorithm for efficient approximation of solutions of SDEs under noisy information. (English) Zbl 1503.65018 J. Comput. Appl. Math. 383, Article ID 113112, 22 p. (2021). MSC: 65C30 34F05 60H10 60H35 65C05 PDFBibTeX XMLCite \textit{P. M. Morkisz} and \textit{P. Przybyłowicz}, J. Comput. Appl. Math. 383, Article ID 113112, 22 p. (2021; Zbl 1503.65018) Full Text: DOI arXiv
Przybyłowicz, Paweł Optimal sampling design for global approximation of jump diffusion stochastic differential equations. (English) Zbl 1500.60033 Stochastics 91, No. 2, 235-264 (2019). MSC: 60H10 60H35 60J76 PDFBibTeX XMLCite \textit{P. Przybyłowicz}, Stochastics 91, No. 2, 235--264 (2019; Zbl 1500.60033) Full Text: DOI arXiv
Przybyłowicz, Paweł Optimal global approximation of SDEs with time-irregular coefficients in asymptotic setting. (English) Zbl 1410.60058 Appl. Math. Comput. 270, 441-457 (2015). MSC: 60H10 65C30 90C26 PDFBibTeX XMLCite \textit{P. Przybyłowicz}, Appl. Math. Comput. 270, 441--457 (2015; Zbl 1410.60058) Full Text: DOI
Przybyłowicz, Paweł Minimal asymptotic error for one-point approximation of SDEs with time-irregular coefficients. (English) Zbl 1322.65015 J. Comput. Appl. Math. 282, 98-110 (2015). MSC: 65C30 60H10 60H35 34F05 65C05 65L20 PDFBibTeX XMLCite \textit{P. Przybyłowicz}, J. Comput. Appl. Math. 282, 98--110 (2015; Zbl 1322.65015) Full Text: DOI