Weak error for the Euler scheme approximation of diffusions with non-smooth coefficients

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Publication:2627870

DOI10.1214/17-EJP53zbMath1365.60065arXiv1604.00771MaRDI QIDQ2627870

Stéphane Menozzi, Valentin Konakov

Publication date: 1 June 2017

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.00771




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