Optimal transport bounds between the time-marginals of a multidimensional diffusion and its Euler scheme (Q2515937)
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scientific article; zbMATH DE number 6471548
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| English | Optimal transport bounds between the time-marginals of a multidimensional diffusion and its Euler scheme |
scientific article; zbMATH DE number 6471548 |
Statements
Optimal transport bounds between the time-marginals of a multidimensional diffusion and its Euler scheme (English)
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7 August 2015
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Euler scheme
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Wasserstein distance
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optimal transport
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0.888816773891449
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0.7479301691055298
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0.7262745499610901
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0.7185831069946289
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