Weak error expansion of the implicit Euler scheme
Probability
2013-04-26 v1
Authors:
Omar Aboura
Abstract
In this paper, we extend the Talay Tubaro theorem to the implicit Euler scheme.
Cite
@article{arxiv.1304.6997,
title = {Weak error expansion of the implicit Euler scheme},
author = {Omar Aboura},
journal= {arXiv preprint arXiv:1304.6997},
year = {2013}
}
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