Jianya Lu

1. Central limit theorem and Self-normalized Cramér-type moderate deviation for Euler-Maruyama Scheme
   2020/12/08 by Jianya Lu, Yuzhen Tan, Lu, Jianya +3 · 5 citations
   Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Markov Chains and Monte Carlo Methods