Euler-Maruyama schemes for supercritical α-stable SDEs converge to the invariant measure at explicit rates in a bounded Hölder Wasserstein metric when the drift is dissipative and Hölder continuous.
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$W_{\bf d}$-convergence rate of EM schemes for invariant measures of supercritical stable SDEs
Euler-Maruyama schemes for supercritical α-stable SDEs converge to the invariant measure at explicit rates in a bounded Hölder Wasserstein metric when the drift is dissipative and Hölder continuous.