On the weak rate of convergence for the Euler-Maruyama scheme with Hölder drift

DOI10.1016/J.SPA.2024.104379zbMATH Open1541.60051MaRDI QIDQ6570496

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Publication date: 10 July 2024

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

weak convergenceEuler-Maruyama schemeregularisation by noise

Mathematics Subject Classification ID

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

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