Quantitative estimates and weak convergence rates are derived for the Euler-Maruyama discretization of α-stable SDEs with bounded or Besov-negative drifts.
Sato,L ´evy processes and infinitely divisible distributions
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Euler--Maruyama scheme for $\alpha$-stable SDE with distributional drift
Quantitative estimates and weak convergence rates are derived for the Euler-Maruyama discretization of α-stable SDEs with bounded or Besov-negative drifts.