DIFFUSION APPROXIMATION FOR FULLY COUPLED STOCHASTIC DIFFERENTIAL EQUATIONS

Rockner, M; Xie, LJ

Rockner, M (corresponding author), Univ Bielefeld, Fak Math, Bielefeld, Germany.

ANNALS OF PROBABILITY, 2021; 49 (3): 1205

Abstract

We consider a Poisson equation in R-d for the elliptic operator corresponding to an ergodic diffusion process. Optimal regularity and smoothness with ......

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