Establishes weak error convergence rate γ/α (γ = α + β - 1) for densities under randomized Euler discretization of α-stable SDEs with Hölder drift β ∈ (0,1).
Convergence in total variation of the E uler-- M aruyama scheme applied to diffusion processes with measurable drift coefficient and additive noise
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Weak error on the densities for the Euler scheme of stable additive SDEs with H{\"o}lder drift
Establishes weak error convergence rate γ/α (γ = α + β - 1) for densities under randomized Euler discretization of α-stable SDEs with Hölder drift β ∈ (0,1).