Weak error for the Euler scheme approximation of diffusions with non-smooth coefficients (Q2627870)
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scientific article; zbMATH DE number 6725042
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| English | Weak error for the Euler scheme approximation of diffusions with non-smooth coefficients |
scientific article; zbMATH DE number 6725042 |
Statements
Weak error for the Euler scheme approximation of diffusions with non-smooth coefficients (English)
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1 June 2017
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diffusion processes
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Euler scheme
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parametrix
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Hölder coefficients
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piecewise smooth bounded drifts
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0.9533613920211792
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0.8252881765365601
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0.8116611838340759
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0.8113546967506409
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0.8109092116355896
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