lipsctiz条件随机微分方程的弱逼近.pdfVIP

Æ Euler ℄ 1 . ℄℄ Lipschitz Euler ℄ 1. 2003 Mackevicius [23] Mackevicius [23] lipschitz Æ Euler ℄ 1 . Mackevicius [23] Girsanov Brownian u(t, x) ℄ Mackevicius [23] additive Æ Euler ℄ Malliavin calculus Lipschitz Euler ℄ 1 . f ℄ f ∈ C2 . p Æ Lipschitz Euler ℄ 1. Mackevicius [23] [23] Malliavin calculus ℄ f Æ Lipschitz Euler ℄ Malliavin Calculus I