Geodesic
Weak error for the Euler scheme approximation of degenerate diffusions with nonsmooth coefficients
Fundamentalʹnaâ i prikladnaâ matematika, Tome 22 (2018) no. 3, pp. 91-118.

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We study the weak error associated with the Euler scheme of Kolmogorov like degenerate diffusion processes with nonsmooth bounded coefficients. More precisely, we consider the case of Hölder continuous homogeneous coefficients. 
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A. A. Kozhina. Weak error for the Euler scheme approximation of degenerate diffusions with nonsmooth coefficients. Fundamentalʹnaâ i prikladnaâ matematika, Tome 22 (2018) no. 3, pp. 91-118. http://geodesic.mathdoc.fr/item/FPM_2018_22_3_a5/

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