Sign in
Carathéodory approximate solutions for a class of stochastic differential equations involving the local time at point zero with one-sided Lipschitz continuous drift coefficients.
Kamal Hiderah
Published in:
Monte Carlo Methods Appl. (2022)
Keyphrases
</>
approximate solutions
np hard
stochastic differential equations
optimal solution
special case
energy function
exact solution
image processing
reinforcement learning