Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme (Q2137002)
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scientific article; zbMATH DE number 7526571
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| English | Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme |
scientific article; zbMATH DE number 7526571 |
Statements
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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0.7208910584449768
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0.7190287709236145
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0.7059982419013977
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0.7047058939933777
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0.6917967200279236
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