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

doi:10.1007/s11425-022-2161-4

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	Normalized and self-normalized Cramér-type moderate deviations for the Euler-Maruyama scheme for the SDE
	Fan, Xiequan 1; Hu, Haijuan 2; Xu, Lihu3
	2024-08
Source Publication	Science China Mathematics
ISSN	1674-7283
Volume	67 Issue:8 Pages:1865-1880
Abstract	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).
Keyword	Berry-esseen’s Bounds Cramér-type Moderate Deviations Euler-maruyama Scheme Self-normalized Sequences
DOI	10.1007/s11425-022-2161-4
URL	View the original
Indexed By	SCIE
Language	英語English
WOS Research Area	Mathematics
WOS Subject	Mathematics, Applied ; Mathematics
WOS ID	WOS:001232226000002
Publisher	SCIENCE PRESS, 16 DONGHUANGCHENGGEN NORTH ST, BEIJING 100717, PEOPLES R CHINA
Scopus ID	2-s2.0-85194542768
Fulltext Access	View Full-Text via DOI View Full-Text via Web of Science View Full-Text via Scopus
Citation statistics
Document Type	Journal article
Collection	Faculty of Science and Technology DEPARTMENT OF MATHEMATICS
Corresponding Author	Fan, Xiequan
Affiliation	1.Center for Applied Mathematics, Tianjin University, Tianjin, 300072, China 2.School of Mathematics and Statistics, Northeastern University at Qinhuangdao, Qinhuangdao, 066004, China 3.Department of Mathematics, Faculty of Science and Technology, University of Macau, Macao
Recommended Citation GB/T 7714	Fan, Xiequan,Hu, Haijuan,Xu, Lihu. Normalized and self-normalized Cramér-type moderate deviations for the Euler-Maruyama scheme for the SDE[J]. Science China Mathematics, 2024, 67(8), 1865-1880.
APA	Fan, Xiequan., Hu, Haijuan., & Xu, Lihu (2024). Normalized and self-normalized Cramér-type moderate deviations for the Euler-Maruyama scheme for the SDE. Science China Mathematics, 67(8), 1865-1880.
MLA	Fan, Xiequan,et al."Normalized and self-normalized Cramér-type moderate deviations for the Euler-Maruyama scheme for the SDE".Science China Mathematics 67.8(2024):1865-1880.

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