论文标题
在集成性条件下，SDE的EM算法的收敛速率
Convergence rate of EM algorithm for SDEs under integrability condition
论文作者
论文摘要
在本文中，通过采用高斯型热核估计，我们建立了Krylov的估计值和Khasminskill对EM算法的估计。作为应用程序，通过考虑Zvonkin的转换，我们研究了一类多维SDE的EM算法的收敛速率在集成性条件下，在某种意义上，在某种意义上不需要漂移，在某种意义上不需要漂移。
In this paper, by employing Gaussian type estimate of heat kernel, we establish Krylov's estimate and Khasminskill's estimate for EM algorithm. As applications, by taking Zvonkin's transformation into account, we investigate convergence rate of EM algorithm for a class of multidimensional SDEs under integrability conditions, where the drifts need not to be piecewise Lipschitz and are much more singular in some sense.
