EMCEL格式逼近不规则扩散的性质
Properties of the EMCEL scheme for approximating irregular diffusions
摘要：
我们证明了几个性质的EMCEL计划，这是能够近似一维连续强马尔可夫过程的分布在道路空间（该计划简要回顾）。特殊情况包括非规则随机微分方程和具有粘性特征的过程。特别是，我们突出的差异，从欧拉计划的情况下，随机微分方程和讨论一定的“稳定”行为的EMCEL计划一样“平滑和回火的增长行为”。
英文摘要：
We prove several properties of the EMCEL scheme, which is capable of approximating one-dimensional continuous strong Markov processes in distribution on the path space (the scheme is briefly recalled). Special cases include irregular stochastic differential equations and processes with sticky features. In particular, we highlight differences from the Euler scheme in the case of stochastic differential equations and discuss a certain "stabilizing" behavior of the EMCEL scheme like "smoothing and tempered growth behavior".
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
