Weak approximation of killed diffusion using Euler schemes

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General criteria for the study of quasi-stationarity (2017, background): “For a detailed presentation and study of this kind of modified Euler schemes, we refer the reader to [65, 40, 41, 7].”
Euler schemes and half-space approximation for the simulation of diffusion in a domain (2001, methodology): “The technical issue raised has been already overcome by the author in [12] (see Lem.”
Some Applications and Methods of Large Deviations in Finance and Insurance (2007, background): “confirmed by the property that the error between C0 and C̄ ε 0 is of order √ ε, as shown in [28], instead of the usual order ε obtained for standard vanilla options.”