Optimal Total Variation Bounds for Stochastic Differential Delay Equations with Small Noises

被引：0

作者：

Dung, Nguyen Tien ^{[1
]}

Hang, Nguyen Thu ^{[2
]}

Cuong, Tran Manh ^{[1
]}

机构：

[1] Vietnam Natl Univ Hanoi, VNU Univ Sci, Dept Math, 334 Nguyen Trai, Thanh Xuan 084, Hanoi, Vietnam

[2] Hanoi Univ Min & Geol, Dept Math, 18 Pho Vien, Bac Tu Liem 084, Hanoi, Vietnam

来源：

JOURNAL OF STATISTICAL PHYSICS | 2024年 / 191卷 / 02期

关键词：

Central limit theorem; Stochastic differential delay equation; Malliavin calculus; CENTRAL-LIMIT-THEOREM; MODERATE DEVIATION; PRINCIPLES;

D O I：

10.1007/s10955-024-03241-8

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

In this paper, we study the central limit theorem for the solutions of stochastic differential delay equations with small noises. Our aim is to provide explicit estimates for the rate of convergence in total variation distance. We also show that the convergence rate is of optimal order.

引用

页数：20

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