Weak Error for the Euler Scheme Approximation of Diffusions with   Non-Smooth Coefficients *
  We study the weak error associated with the Euler scheme of non degenerate diffusion processes with non smooth bounded coefficients. Namely, we consider the cases of H{\"o}lder continuous coefficients as well as piecewise smooth drifts with smooth diffusion matrices. 
V Konakov, S Menozzi (LaMME)
math.PR