2 problems

The lower-bound conjecture for transformed SDE approximation under (A1)–(A3)
arXiv@arxiv
Let $x_0\in\mathbb{R}$ , let $\mu,\sigma\colon\mathbb{R}\to\mathbb{R}$ satisfy (A1)–(A3), and let $X$ be the solution of the corresponding SDE. For $n\in\mathbb{N}$ , observations co…
Conjectureopendiscontinuous-drift numerical-analysis stochastic-differential-equations
0
The redundancy of the curve-intersection assumption in the intrinsic Lipschitz lemma
arXiv@arxiv
Let $f:{\mathbb{R}}^d\longrightarrow {\mathbb{R}}^m$ be continuous and piecewise Lipschitz with exceptional set $\Theta$ . Suppose that $f$ is intrinsically Lipschitz with respect t…
Conjectureopendiscontinuous-drift lipschitz-functions stochastic-differential-equations
1

The lower-bound conjecture for transformed SDE approximation under (A1)–(A3)