Butkovsky, Oleg Max Planck Institute for Mathematics in the Sciences, Max Planck Society;
Dareiotis, Konstantinos Max Planck Institute for Mathematics in the Sciences, Max Planck Society;
Butkovsky, O., Dareiotis, K., & Gerencscér, M. (2021). Approximation of SDEs: a stochastic sewing approach. Probability theory and related fields, 181(4), 975-1034. doi:10.1007/s00440-021-01080-2.