Abstract
In this paper, we investigate the convergence of the perturbed diffusion process to its unperturbed limit. Our aim is to provide explicit estimates for the rates of strong and weak convergence. We also describe the exact asymptotic behavior of these convergence when the perturbation parameter tends to zero.
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The authors would like to thank the anonymous referee for valuable comments which led to the improvement of this work.
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Communicated by Gregory Schehr.
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Cuong, T.M., Dung, N.T. Rate of Convergence of the Perturbed Diffusion Process to Its Unperturbed Limit. J Stat Phys 190, 81 (2023). https://doi.org/10.1007/s10955-023-03094-7
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DOI: https://doi.org/10.1007/s10955-023-03094-7