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We present recent advances on Dirichlet forms methods either to extend financial models beyond the usual stochastic calculus or to study stochastic models with less classical tools. In this spirit, we interpret the asymptotic error on the solution of an sde due to the Euler scheme (Kurtz and Protter [39]) in terms of a Dirichlet form on the Wiener space, what allows to propagate this error thanks to functional calculus.

Dirichlet Forms Methods: An Application to the Propagation of the Error Due to the Euler Scheme