论文标题
EMCEL方案的特性，用于近似不规则扩散
Properties of the EMCEL scheme for approximating irregular diffusions
论文作者
论文摘要
我们证明了EMCEL方案的几种属性，该方案能够近似路径空间上的一维连续强马尔可夫过程（简短召回该方案）。特殊情况包括不规则的随机微分方程和具有粘性特征的过程。特别是，在随机微分方程的情况下，我们强调了与Euler方案的差异，并讨论了EMCEL方案的某种“稳定”行为，例如“平滑和脾气暴躁的生长行为”。
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".
