An application of the KMT construction to the pathwise weak error in the Euler approximation of one-dimensional diffusion process with linear diffusion coefficient (Q1676446)
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scientific article; zbMATH DE number 6803467
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| English | An application of the KMT construction to the pathwise weak error in the Euler approximation of one-dimensional diffusion process with linear diffusion coefficient |
scientific article; zbMATH DE number 6803467 |
Statements
An application of the KMT construction to the pathwise weak error in the Euler approximation of one-dimensional diffusion process with linear diffusion coefficient (English)
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7 November 2017
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diffusion process
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Euler scheme
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Wasserstein metric
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quantile coupling technique
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0.8288868069648743
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0.8054850697517395
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0.757938802242279
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0.7527015209197998
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0.7521721124649048
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