首页|Normalized and self-normalized Cramér-type moderate deviations for the Euler-Maruyama scheme for the SDE

Normalized and self-normalized Cramér-type moderate deviations for the Euler-Maruyama scheme for the SDE

扫码查看
原文链接
  • 万方数据
  • 维普
In this paper,we establish normalized and self-normalized Cramér-type moderate deviations for the Euler-Maruyama scheme for SDE.Due to our results,Berry-Esseen's bounds and moderate deviation principles are also obtained.Our normalized Cramér-type moderate deviations refine the recent work of Lu et al.(2022).

Euler-Maruyama schemeCramér-type moderate deviationsself-normalized sequencesBerry-Esseen's bounds

Xiequan Fan、Haijuan Hu、Lihu Xu

展开 >

Center for Applied Mathematics,Tianjin University,Tianjin 300072,China

School of Mathematics and Statistics,Northeastern University at Qinhuangdao,Qinhuangdao 066004,China

Department of Mathematics,Faculty of Science and Technology,University of Macau,Macao,China

National Natural Science Foundation of China

11971063

2024

10.1007/s11425-022-2161-4

中国科学:数学(英文版)
中国科学院

中国科学:数学(英文版)

CSTPCD
影响因子：0.36
ISSN：1674-7283
年,卷(期)：2024.67(8)