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20132024
most citedRate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions

71 citations · 100 across the 13 of their papers we have counts for

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math.PR2024

Limit theorems for compensated weighted sums and application to numerical approximations

Yanghui Liu

In this paper, we consider a "compensated" random sum that arises from numerical approximation of stochastic integrations and differential equations. We show that the compensated s…