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math.PR2020
Approximation rate in Wasserstein distance of probability measures on the real line by deterministic empirical measures
Oumaima Bencheikh, Benjamin Jourdain
We are interested in the approximation in Wasserstein distance with index of a probability measure on the real line with finite moment of order by the empirical me…
math.PR2020
Convergence in total variation of the Euler-Maruyama scheme applied to diffusion processes with measurable drift coefficient and additive noise
Oumaima Bencheikh, Benjamin Jourdain
We are interested in the Euler-Maruyama discretization of a stochastic differential equation in dimension with constant diffusion coefficient and bounded measurable drift coeff…