Limit theorems for SDEs with irregular drifts
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DOI: 10.3150/24-bej1745
Abstract: In this paper, concerning SDEs with H\"older continuous drifts, which are merely dissipative at infinity, and SDEs with piecewise continuous drifts, we investigate the strong law of large numbers and the central limit theorem for… read more here.
Keywords: irregular drifts; sdes irregular; theorems sdes; continuous drifts ... See more keywords