Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme
type: Item
instance of: scholarly article
title: Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme
zbMATH Open document ID: 1489.60039
DOI: 10.3150/21-BEJ1372
author: Jianya Lu
author: Yuzhen Tan
author: Lihu Xu
published in: Bernoulli
publication date: 2022-05-16T00:00:00Z
full work available at URL: https://arxiv.org/abs/2012.04328
full work available at URL: 21-BEJ1372.full
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 65C30
zbMATH DE Number: 7526571
zbMATH Keywords: central limit theorem
zbMATH Keywords: Euler-Maruyama scheme
zbMATH Keywords: self-normalized Cramér-type moderate deviation
zbMATH Keywords: Stein's method
zbMATH Keywords: stochastic differential equation
Wikidata QID: Q113701729
MaRDI profile type: Publication
arXiv ID: 2012.04328
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OpenAlex ID: W4220671326
description: scientific article