On Approximate Large Deviations for 1D Diffusion
Keyword(s):
Abstract We establish sufficient conditions under which the rate function for the Euler approximation scheme for a solution of a one-dimensional stochastic differential equation on the torus is close to that for an exact solution of this equation.
2020 ◽
Vol 28
(3)
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pp. 183-196
2013 ◽
Vol 469
(2156)
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pp. 20130201
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1987 ◽
Vol 24
(02)
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pp. 370-377
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2015 ◽
Vol 5
(4)
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pp. 387-404
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2014 ◽
Vol 07
(03)
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pp. 1450037