Uniform in time estimates for the weak error of the Euler method for SDEs and a Pathwise Approach to Derivative Estimates for Diffusion Semigroups

Dan Crisan; Paul Dobson; Michela Ottobre

Uniform in time estimates for the weak error of the Euler method for SDEs and a Pathwise Approach to Derivative Estimates for Diffusion Semigroups

Dan Crisan, Paul Dobson, Michela Ottobre

Research output: Contribution to journal › Article

Original language	English
Journal	Transactions of the American Mathematical Society
Publication status	Accepted/In press - 12 Aug 2020

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Crisan, D., Dobson, P., & Ottobre, M. (Accepted/In press). Uniform in time estimates for the weak error of the Euler method for SDEs and a Pathwise Approach to Derivative Estimates for Diffusion Semigroups. Transactions of the American Mathematical Society.

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title = "Uniform in time estimates for the weak error of the Euler method for SDEs and a Pathwise Approach to Derivative Estimates for Diffusion Semigroups",

author = "Dan Crisan and Paul Dobson and Michela Ottobre",

year = "2020",

month = aug,

day = "12",

language = "English",

journal = "Transactions of the American Mathematical Society",

issn = "0002-9947",

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TY - JOUR

T1 - Uniform in time estimates for the weak error of the Euler method for SDEs and a Pathwise Approach to Derivative Estimates for Diffusion Semigroups

AU - Crisan, Dan

AU - Dobson, Paul

AU - Ottobre, Michela

PY - 2020/8/12

Y1 - 2020/8/12

UR - https://arxiv.org/abs/1905.03524

M3 - Article

JO - Transactions of the American Mathematical Society

JF - Transactions of the American Mathematical Society

SN - 0002-9947

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