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Large deviations principles of sample paths and invariant measures of numerical methods for parabolic SPDEs.
Chuchu Chen
Ziheng Chen
Jialin Hong
Diancong Jin
Published in:
CoRR (2021)
Keyphrases
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numerical methods
large deviations
differential equations
partial differential equations
heavy tailed
queue length
state dependent
level set method
queueing systems
asymptotically optimal
generalization bounds
markov processes
learning algorithm
state space
level set