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Convergence and stability of the semi-tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients.

Yulong LiuYuanling NiuXiujun Cheng
Published in: Appl. Math. Comput. (2022)
Keyphrases
  • cost function
  • multiscale
  • objective function
  • edge detection
  • markov chain
  • em algorithm
  • mathematical model
  • constrained optimization