An application of the KMT construction to the pathwise weak error in the Euler approximation of one-dimensional diffusion process with linear diffusion coefficient.

• Autores: Emmanuelle Clément, Arnaud Gloter
• Localización: Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 27, Nº. 4, 2017, págs. 2419-2454
• Idioma: inglés
• DOI: 10.1214/16-aap1263
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