Weak error for the Euler scheme approximation of degenerate diffusions with nonsmooth coefficients
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Publication:2662920
DOI10.1007/s10958-021-05322-5zbMath1465.60072OpenAlexW3138153979MaRDI QIDQ2662920
Publication date: 15 April 2021
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10958-021-05322-5
Diffusion processes (60J60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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