Convergence in Total Variation of the Euler-Maruyama Scheme Applied to Diffusion Processes with Measurable Drift Coefficient and Additive Noise - researchr publication

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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. Numerical Analysis, 60(4):1701-1740, 2022. [doi]

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