摘要
In this paper,we establish normalized and self-normalized Cramér-type moderate deviations for the Euler-Maruyama scheme for SDE.Due to our results,Berry-Esseen's bounds and moderate deviation principles are also obtained.Our normalized Cramér-type moderate deviations refine the recent work of Lu et al.(2022).
基金
supported by National Natural Science Foundation of China(Grant No.11971063)。