Rate of Convergence of the Perturbed Diffusion Process to Its Unperturbed Limit
JOURNAL OF STATISTICAL PHYSICS(2023)
摘要
In this paper, we investigate the convergence of the perturbed diffusion process to its unperturbed limit. Our aim is to provide explicit estimates for the rates of strong and weak convergence. We also describe the exact asymptotic behavior of these convergence when the perturbation parameter tends to zero.
更多查看译文
关键词
Perturbed diffusion processes,Malliavin calculus
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要