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Pathwise optimal transport bounds between a one-dimensional diffusion and its Euler scheme
Authors:
Alfonsi, A. Jourdain, B. Kohatsu-Higa, A.
Citation:
A. Alfonsi, et al., Pathwise optimal transport bounds between a one-dimensional diffusion and its Euler scheme, Annals of applied probability , 24(3), 2014, pp. 1049-1080
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