A Berry–Esseen Bound in the Smoluchowski–Kramers Approximation

2020 
In this paper, we use the Kolmogorov distance to investigate the Smoluchowski–Kramers approximation for stochastic differential equations. We obtain an explicit Berry–Esseen error bound for the rate of convergence. Our main tools are the techniques of Malliavin calculus.
    • Correction
    • Source
    • Cite
    • Save
    • Machine Reading By IdeaReader
    14
    References
    1
    Citations
    NaN
    KQI
    []