Total variation distance between two diffusions in small time with unbounded drift: application to the Euler-Maruyama scheme

DOI10.1214/22-EJP881zbMath1517.65006arXiv2111.09605MaRDI QIDQ6383366

Pierre Bras, Fabien Panloup, Gilles Pagès

Publication date: 18 November 2021

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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