Viability for Itô stochastic systems with non-Lipschitzian coefficients and its application.

Xuejun Shi Qun Feng

Published in: Commun. Stat. Simul. Comput. (2024)

Keyphrases

stochastic systems
stochastic models
conservation laws
linear combination
sample path
confidence intervals
wavelet coefficients
reinforcement learning
graphical models
stochastic processes
chaotic systems
asymptotic analysis