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"Convergence in Total Variation of the Euler-Maruyama Scheme Applied to ..."
Oumaima Bencheikh, Benjamin Jourdain (2022)
- 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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