most citedConvergence rate of Euler--Maruyama scheme to the invariant probability measure under total variation distance for the SDEs

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math.PR2026★ 2 cited

Convergence rate of Euler--Maruyama scheme to the invariant probability measure under total variation distance for the SDEs

Yuke Wang, Yinna Ye

This article shows the geometric decay rate of Euler-Maruyama scheme for one-dimensional stochastic differential equation towards its invariant probability measure under total vari…