Optimal transport bounds between the time-marginals of a multidimensional diffusion and its Euler scheme (Q6251884)

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scientific article; zbMATH DE number 6471548
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Optimal transport bounds between the time-marginals of a multidimensional diffusion and its Euler scheme
scientific article; zbMATH DE number 6471548

    Statements

    publication date
    27 May 2014
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    arXiv classification
    math.PR
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    author
    Aurélien Alfonsi
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    Benjamin Jourdain
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    Arturo Kohatsu-Higa
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    Identifiers

    arXiv ID
    1405.7007
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    Mathematics Subject Classification ID
    65C30
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    60H35
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    49K99
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    zbMATH DE Number
    6471548
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    DOI
    10.1214/EJP.v20-4195
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