Convergence in Total Variation of the Euler--Maruyama Scheme Applied to Diffusion Processes with Measurable Drift Coefficient and Additive Noise (Q5093635)
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scientific article; zbMATH DE number 7565243
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence in Total Variation of the Euler--Maruyama Scheme Applied to Diffusion Processes with Measurable Drift Coefficient and Additive Noise |
scientific article; zbMATH DE number 7565243 |
Statements
Convergence in Total Variation of the Euler--Maruyama Scheme Applied to Diffusion Processes with Measurable Drift Coefficient and Additive Noise (English)
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29 July 2022
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diffusion processes
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Euler scheme
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weak error analysis
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nonstandard assumptions
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stochastic differential equation
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