Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift

DOI10.1016/J.CAM.2017.05.015zbMATH Open1370.65003OpenAlexW2208503610MaRDI QIDQ2012594

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Publication date: 1 August 2017

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Full work available at URL: https://doi.org/10.1016/j.cam.2017.05.015

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