Euler-Maruyama scheme

Adaptive Gradient Langevin Algorithms for Stochastic Optimization and Bayesian Inference
Pierre Bras
Weak error rates for numerical schemes of non-singular Stochastic Volterra equations with application to stochastic volatility models
Pierre Bras, Masaaki Fukasawa
Total variation distance between two diffusions in small time with unbounded drift: application to the Euler-Maruyama scheme
Gilles Pagès’ website Fabien Panloup’s website
Pierre Bras, Gilles Pagès, Fabien Panloup