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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 DoHoang-Long NgoNhat-An Pho
Published in: CoRR (2023)
Keyphrases
  • piecewise continuous
  • reinforcement learning
  • neural network
  • closed form
  • databases
  • information systems
  • decision trees