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

作     者：Xiequan Fan Haijuan Hu Lihu Xu 

作者机构：Center for Applied MathematicsTianjin UniversityTianjin 300072China School of Mathematics and StatisticsNortheastern University at QinhuangdaoQinhuangdao 066004China Department of MathematicsFaculty of Science and TechnologyUniversity of MacaoMacaoChina 

出 版 物：《Science China Mathematics》 (中国科学（数学）（英文版）)

年 卷 期：2024年第67卷第8期

页      面：1865-1880页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：supported by National Natural Science Foundation of China(Grant No.11971063) 

主　　题：Euler-Maruyama scheme Cramer-type moderate deviations self-normalized sequences Berry-Esseen’s bounds 

摘      要：In this paper,we establish normalized and self-normalized Cramér-type moderate deviations for the Euler-Maruyama scheme for *** to our results,Berry-Esseen s bounds and moderate deviation principles are also *** normalized Cramér-type moderate deviations refine the recent work of Lu et al.(2022).