"Convergence in Total Variation of the Euler-Maruyama Scheme Applied to ..."

Oumaima Bencheikh, Benjamin Jourdain (2022)

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DOI: 10.1137/20M1371774

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type: Journal Article

metadata version: 2022-07-26

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Oumaima Bencheikh, Benjamin Jourdain:
Convergence in Total Variation of the Euler-Maruyama Scheme Applied to Diffusion Processes with Measurable Drift Coefficient and Additive Noise. SIAM J. Numer. Anal. 60(4): 1701-1740 (2022)

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