Rate of convergence of the perturbed diffusion process to its unperturbed limit

DOI10.1007/s10955-023-03094-7OpenAlexW4361222653MaRDI QIDQ2701133

Tran Manh Cuong, Nguyen Tien Dung

Publication date: 27 April 2023

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10955-023-03094-7

zbMATH Keywords

Malliavin calculusperturbed diffusion processes

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Cites Work

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• Enlacements du Mouvement Brownien Autour Des Courbes de L'Espace
• ON ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING THE MAXIMUM PROCESS
• Lipschitz continuity in the Hurst index of the solutions of fractional stochastic volterra integro-differential equations

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