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Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme

Lu, Jianya and Tan, Yuzhen and Xu, Lihu (2022) Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme. Bernoulli, 28 (2). pp. 937-964. DOI https://doi.org/10.3150/21-bej1372



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