Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme (Q2137002)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme |
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Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme (English)
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16 May 2022
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central limit theorem
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Euler-Maruyama scheme
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self-normalized Cramér-type moderate deviation
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Stein's method
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stochastic differential equation
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