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"Weak convergence of Euler scheme for SDEs with low regular drift."

Yongqiang Suo, Chenggui Yuan, Shao-Qin Zhang (2022)

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DOI: 10.1007/S11075-021-01206-6

access: closed

type: Journal Article

metadata version: 2022-05-17

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Yongqiang Suo, Chenggui Yuan, Shao-Qin Zhang:
Weak convergence of Euler scheme for SDEs with low regular drift. Numer. Algorithms 90(2): 731-747 (2022)

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