V. Bally and D. Talay, The law of the Euler scheme for stochastic differential equations, Probability Theory and Related Fields, vol.8, issue.1, pp.43-60, 1996.
DOI : 10.1007/BF01303802

URL : https://hal.archives-ouvertes.fr/inria-00074427

R. Bhattacharya and R. Rao, Normal approximations and asymptotic expansions, 1976.
DOI : 10.1137/1.9780898719895

G. Blower and F. Bolley, Concentration inequalities on product spaces with applications to Markov processes, Studia Mathematica, pp.175-176, 2006.
URL : https://hal.archives-ouvertes.fr/hal-00004973

E. Boissard, Simple Bounds for the Convergence of Empirical and Occupation Measures in 1-Wasserstein Distance, Electronic Journal of Probability, vol.16, issue.0, pp.2296-2333, 2011.
DOI : 10.1214/EJP.v16-958

F. Bolley, A. Guillin, and C. Villani, Quantitative Concentration Inequalities for Empirical Measures on Non-compact Spaces, Probability Theory and Related Fields, vol.206, issue.1, pp.541-593, 2007.
DOI : 10.1007/s00440-006-0004-7

URL : https://hal.archives-ouvertes.fr/hal-00453883

F. Bolley and C. Villani, Weighted Csisz??r-Kullback-Pinsker inequalities and applications to transportation inequalities, Annales de la facult?? des sciences de Toulouse Math??matiques, vol.14, issue.3, pp.331-352, 2005.
DOI : 10.5802/afst.1095

V. Konakov and E. Mammen, Local limit theorems for transition densities of Markov chains converging to diffusions [9] , Local approximations of markov random walks by diffusions, Stoch, Proc. and Appl Edgeworth type expansions for Euler schemes for stochastic differential equations, pp.551-587, 2000.

J. Harold, G. Kushner, and . George-yin, Stochastic approximation and recursive algorithms and applications, Stochastic Modelling and Applied Probability. MR, p.62005, 2003.

S. Laruelle and G. Pagès, Stochastic approximation with averaging innovation applied to finance, Monte Carlo Methods Appl, pp.18-19, 2012.

V. Lemaire and S. Menozzi, On some non asyptotic bounds for the Euler scheme, Electronic Journal of Probability, vol.15, pp.1645-1681, 2010.

F. Malrieu and D. Talay, Concentration inequalities for Euler schemes, Monte Carlo and Quasi-Monte Carlo Methods, pp.355-371, 2004.

A. N. Shiryaev, Probability, second edition, Graduate Texts in Mathematics, vol.95, 1996.

D. Talay and L. Tubaro, Expansion of the global error for numerical schemes solving stochastic differential equations, Stoch. Anal. and App, pp.8-12, 1990.