作者：Protter, P; Talay, D
作者单位：Purdue University System; Purdue University; Inria
摘要：In relation with Monte Carlo methods to solve some integro-differential equations, we study the approximation problem of Eg(X-T) by Eg((X) over bar(T)(n)), where (X-t, 0 less than or equal to t less than or equal to T) is the solution of a stochastic differential equation governed by a Levy process (Z(t)), ((X) over bar(t)(n)) is defined by the Euler discretization scheme with step T/n. With appropriate assumptions on g(.), we show that the error Eg(X-T) - Eg((X) over bar(T)(n)) can be expande...
作者：Bobkov, SG; Houdré, C
作者单位：Syktyvkar State University; University System of Georgia; Georgia Institute of Technology
摘要：A dimension free lower bound is found for isoperimetric constants of product probability measures. From this, some analytic inequalities are derived.
作者：de Acosta, A
作者单位：University System of Ohio; Case Western Reserve University
摘要：We obtain lower bounds for moderate deviations of empirical measures of a Markov chain with general state space under the assumption of ergodicity of degree 2. We derive an explicit expression for the rate function.
