Alfonsi, Aurélien; Jourdain, Benjamin; Kohatsu-Higa, Arturo - HAL - 2012
In the present paper, we prove that the Wasserstein distance on the space of continuous sample-paths equipped with the supremum norm between the laws of a uniformly elliptic one-dimensional diffusion process and its Euler discretization with $N$ steps is smaller than $O(N^{-2/3+\varepsilon})$...