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

期刊论文
发表日期：

2024年5月23日

查看全文

Xiequan Fan,
Haijuan Hu,
Lihu Xu

摘要

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).