Derandomization of the Euler scheme for scalar stochastic differential equations. - Thomas Müller-Gronbach; Klaus Ritter 001; Larisa Yaroslavtseva (J. Complex., 2012)

Algorithms and Complexity for Continuous Problems (Dagstuhl Seminar 15391). - Aicke Hinrichs; Joseph F. Traub; Henryk Wozniakowski; Larisa Yaroslavtseva (Dagstuhl Reports, 2015)

On the complexity of computing quadrature formulas for marginal distributions of SDEs. - Thomas Müller-Gronbach; Klaus Ritter 001; Larisa Yaroslavtseva (J. Complex., 2015)

Deterministic Quadrature Formulas for SDEs Based on Simplified Weak Itô-Taylor Steps. - Thomas Müller-Gronbach; Larisa Yaroslavtseva (Found. Comput. Math., 2016)

On non-polynomial lower error bounds for adaptive strong approximation of SDEs. - Larisa Yaroslavtseva (J. Complex., 2017)

Algorithms and Complexity for Continuous Problems (Dagstuhl Seminar 23351). - Dmitriy Bilyk; Michael Gnewuch; Jan Vybíral; Larisa Yaroslavtseva; Kumar Harsha (Dagstuhl Reports, 2023)

On optimal error rates for strong approximation of SDEs with a drift coefficient of fractional Sobolev regularity. - Simon Ellinger; Thomas Müller-Gronbach; Larisa Yaroslavtseva (CoRR, 2024)

On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient. - Thomas Müller-Gronbach; Larisa Yaroslavtseva (J. Complex., 2024)

On the performance of the Euler-Maruyama scheme for multidimensional SDEs with discontinuous drift coefficient. - Thomas Müller-Gronbach; Christopher Rauhögger; Larisa Yaroslavtseva (CoRR, 2025)

On optimal error rates for strong approximation of SDEs with a Hölder continuous drift coefficient. - Simon Ellinger; Thomas Müller-Gronbach; Larisa Yaroslavtseva (CoRR, 2025)