Optimal Total Variation Bounds for Stochastic Differential Delay Equations with Small Noises

Nguyen Tien Dung,Nguyen Thu Hang,Tran Manh Cuong

Journal of Statistical Physics（2024）

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摘要

In this paper, we study the central limit theorem for the solutions of stochastic differential delay equations with small noises. Our aim is to provide explicit estimates for the rate of convergence in total variation distance. We also show that the convergence rate is of optimal order.

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关键词

Central limit theorem,Stochastic differential delay equation,Malliavin calculus

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