Total variation distance between two diffusions in small time with unbounded drift: application to the Euler-Maruyama scheme (Q2105171)
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scientific article; zbMATH DE number 7628822
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Total variation distance between two diffusions in small time with unbounded drift: application to the Euler-Maruyama scheme |
scientific article; zbMATH DE number 7628822 |
Statements
Total variation distance between two diffusions in small time with unbounded drift: application to the Euler-Maruyama scheme (English)
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8 December 2022
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Aronson's bounds
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Euler-Maruyama scheme
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Richardson-Romberg extrapolation
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stochastic differential equation
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total variation
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