This article is cited in 2 papers

Weak error for the Euler scheme approximation of degenerate diffusions with nonsmooth coefficients

A. A. Kozhina

National Research University Higher School of Economics, Moscow, Russia

Abstract: We study the weak error associated with the Euler scheme of Kolmogorov like degenerate diffusion processes with nonsmooth bounded coefficients. More precisely, we consider the case of Hölder continuous homogeneous coefficients.

UDC: 519.216.2

 English version: Journal of Mathematical Sciences (New York), 2021, 254:4, 510–531