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Convergence-order conjecture for strong approximation of Cox–Ingersoll–Ross processes
Convergence-order conjecture. In the full parameter range $a,6sigma\typo2(0,6infty)$ , the convergence order in the estimate is equal to
Conjectureopencox-ingersoll-ross-processes stochastic-differential-equations strong-approximationarXiv posted 2 days ago

Convergence-order conjecture for strong approximation of Cox–Ingersoll–Ross processes