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In this paper, by employing Gaussian type estimate of heat kernel, weestablish Krylov's estimate and Khasminskill's estimate for EM algorithm. Asapplications, by taking Zvonkin's transformation into account, we investigateconvergence rate of EM algorithm for a class of multidimensional SDEs underintegrability conditions, where the drifts need not to be piecewise Lipschitzand are much more singular in some sense.

Convergence rate of EM algorithm for SDEs under integrability condition