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Convergence analysis of one-point large deviations rate functions of numerical discretizations for stochastic wave equations with small noise.

Diancong JinJialin HongDerui Sheng
Published in: CoRR (2022)
Keyphrases
  • convergence analysis
  • large deviations
  • global convergence
  • markov processes
  • state dependent
  • optimality conditions
  • importance sampling
  • monte carlo
  • queueing systems
  • heavy tailed
  • machine learning
  • feature selection