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20132021
most cited-Integrability, Asymptotic Stability And Comparison Theorem of Explicit Numerical Schemes for SDEs

14 citations · 14 across the 3 of their papers we have counts for

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Showing 2016Show all

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math.PR2016

A Multi-Dimensional Central Limit Bound and its Application to the Euler Approximation of Lévy SDEs

Xiling Zhang

Rio gave a concise bound for the central limit theorem in the Vaserstein distances, which is a ratio between some higher moments and some powers of the variance. As a corollary, it…