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Tamed-adaptive Euler-Maruyama approximation for SDEs with superlinearly growing and piecewise continuous drift, superlinearly growing and locally Hölder continuous diffusion.
Minh-Thang Do
Hoang-Long Ngo
Nhat-An Pho
Published in:
J. Complex. (2024)
Keyphrases
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piecewise continuous
data mining
learning algorithm
database
neural network
approximation algorithms
continuous functions