Explicit modified Euler methods for superlinear multiplicative-noise SDEs are shown to converge in W1 distance to the invariant measure with rate τ|lnτ| under contractivity at infinity.
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Non-asymptotic Error Analysis of Explicit Modified Euler Methods for Superlinear and Non-contractive SODEs
Explicit modified Euler methods for superlinear multiplicative-noise SDEs are shown to converge in W1 distance to the invariant measure with rate τ|lnτ| under contractivity at infinity.