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20112025
most citedSubgeometric rates of convergence of Markov processes in the Wasserstein metric

69 citations · 139 across the 19 of their papers we have counts for

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math.PR2022★ 2 cited

Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Levy noise

Oleg Butkovsky, Konstantinos Dareiotis, Máté Gerencsér

We study the strong rate of convergence of the Euler--Maruyama scheme for a multidimensional stochastic differential equation (SDE) with irregular…