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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:
CoRR (2023)
Keyphrases
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piecewise continuous
reinforcement learning
neural network
closed form
databases
information systems
decision trees