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Stability in the small moment sense of the backward Euler-Maruyama method for stochastic differential equations with super-linear coefficients.

Xiaotong LiWei LiuYudong WangRuoxue Wu
Published in: Appl. Math. Lett. (2023)
Keyphrases
  • stochastic differential equations
  • pairwise
  • dynamic programming
  • objective function
  • image processing
  • reinforcement learning
  • non stationary