Thomas Cass, Christian Litterer
Published 2011-05-19Version 1
It was pointed out in Crisan, Ghazali [2] that the error estimate for the cubature on Wiener space algorithm developed in Lyons, Victoir [11] requires an additional assumption on the drift. In this note we demonstrate that it is straightforward to adopt the analysis of Kusuoka [7] to obtain a general estimate without an additional assumptions on the drift. In the process we slightly sharpen the bounds derived in [7].
General estimate of the first eigenvalue on manifolds
Improved error estimate for the order of strong convergence of the Euler method for random ordinary differential equations
Finitely-dependent processes are finitary
![QR code for arXiv:1105.3996 [math.PR]](http://oss.arxitics.com/images/favicon.svg)