Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Quantifying a convergence theorem of Gy\"ongy and Krylov   We derive optimal strong convergence rates for the Euler-Maruyama scheme
approximating multidimensional SDEs with multiplicative noise without imposing
any regularity condition on the drift coefficient. In case the noise is
additive, we show that Sobolev regularity can be leveraged to obtain improved
rate: drifts with regularity of order $\alpha \in (0,1)$ lead to rate
$(1+\alpha)/2$.

32
The categories of this paper are: atom-ph
27
The categories of this paper are: comp-gas
1
The categories of this paper are: cs
20
The categories of this paper are: acc-phys
7
The categories of this paper are: hep-th
17
The categories of this paper are: q-fin
13
The categories of this paper are: quant-ph
36
The categories of this paper are: cmp-lg
16
The categories of this paper are: stat
37
The categories of this paper are: supr-con
19
The categories of this paper are: eess
26
The categories of this paper are: bayes-an
21
The categories of this paper are: adap-org
0
The categories of this paper are: hep-ph
22
The categories of this paper are: chao-dyn
4
The categories of this paper are: cond-mat