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The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients.

Wei LiuXuerong MaoYue Wu
Published in: CoRR (2022)
Keyphrases
  • stochastic differential equations
  • pairwise
  • maximum a posteriori estimation
  • dynamic programming
  • state space
  • edge detection
  • closed form