Uniform in time estimates for the weak error of the Euler method for SDEs and a pathwise approach to derivative estimates for diffusion semigroups (Q5857743)
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scientific article; zbMATH DE number 7331123
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English | Uniform in time estimates for the weak error of the Euler method for SDEs and a pathwise approach to derivative estimates for diffusion semigroups |
scientific article; zbMATH DE number 7331123 |
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Uniform in time estimates for the weak error of the Euler method for SDEs and a pathwise approach to derivative estimates for diffusion semigroups (English)
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7 April 2021
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stochastic differential equations
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Euler method for SDEs
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Markov semigroups
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derivative estimates
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