---
res:
  bibo_abstract:
  - In a recent article (Jentzen et al. 2016 Commun. Math. Sci. 14, 1477–1500 (doi:10.4310/CMS.2016.v14.
    n6.a1)), it has been established that, for every arbitrarily slow convergence
    speed and every natural number d ? {4, 5, . . .}, there exist d-dimensional stochastic
    differential equations with infinitely often differentiable and globally bounded
    coefficients such that no approximation method based on finitely many observations
    of the driving Brownian motion can converge in absolute mean to the solution faster
    than the given speed of convergence. In this paper, we strengthen the above result
    by proving that this slow convergence phenomenon also arises in two (d = 2) and
    three (d = 3) space dimensions.@eng
  bibo_authorlist:
  - foaf_Person:
      foaf_givenName: Mate
      foaf_name: Gerencser, Mate
      foaf_surname: Gerencser
      foaf_workInfoHomepage: http://www.librecat.org/personId=44ECEDF2-F248-11E8-B48F-1D18A9856A87
  - foaf_Person:
      foaf_givenName: Arnulf
      foaf_name: Jentzen, Arnulf
      foaf_surname: Jentzen
  - foaf_Person:
      foaf_givenName: Diyora
      foaf_name: Salimova, Diyora
      foaf_surname: Salimova
  bibo_doi: 10.1098/rspa.2017.0104
  bibo_issue: '2207'
  bibo_volume: 473
  dct_date: 2017^xs_gYear
  dct_identifier:
  - UT:000416736700003
  dct_isPartOf:
  - http://id.crossref.org/issn/1364-5021
  dct_language: eng
  dct_publisher: Royal Society of London@
  dct_title: On stochastic differential equations with arbitrarily slow convergence
    rates for strong approximation in two space dimensions@
...