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On Cramer Approximations under Violation of Cramer's Condition

✍ Scribed by A. K. Aleskeviciene


Publisher
Springer
Year
2005
Tongue
English
Weight
83 KB
Volume
45
Category
Article
ISSN
0363-1672

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Let D be either a convex domain in ~a or a domain satisfying the conditions (A) and (B) considered by and . We estimate the rate of convergence for Euler scheme for stochastic differential e~luations in D with normal reflection at the boundary of the form where W is a d-dimensional Wiener process.