Unadjusted Langevin algorithm with multiplicative noise: total variation and Wasserstein bounds (Q6103981)

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scientific article; zbMATH DE number 7692273
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Unadjusted Langevin algorithm with multiplicative noise: total variation and Wasserstein bounds
scientific article; zbMATH DE number 7692273

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    Unadjusted Langevin algorithm with multiplicative noise: total variation and Wasserstein bounds (English)
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    5 June 2023
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    ergodic diffusion
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    Euler scheme with decreasing step
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    invariant distribution
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    \(L^1\)-Wasserstein distance
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    Malliavin calculus
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    multiplicative noise
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    total variation distance
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    unadjusted Langevin algorithm
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    weak error
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