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math.PR2024
Caputo fractional stochastic differential equations: Lipschitz continuity in the fractional order
T. C. Son, N. T. Dung, P. T. P Thuy +3
In this paper, we consider a class of the Caputo fractional stochastic differential equations of fractional order . Our aim is to analyze of the continuous de…
math.PR2024
Non-uniform Berry-Esseen bounds via Malliavin-Stein method
Nguyen Tien Dung, Le Vi, Pham Thi Phuong Thuy
In this paper, we establish non-uniform Berry-Esseen bounds by means of the Malliavin-Stein method. Applications to the multiple Wiener-Itô integrals and the exponential functional…