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Approximation of the invariant measure for stable SDE by the Euler-Maruyama scheme with decreasing step-sizes.

Peng ChenXinghu JinYimin XiaoLihu Xu
Published in: CoRR (2023)
Keyphrases
  • step size
  • evolutionary programming
  • convergence speed
  • convergence rate
  • similarity measure
  • cost function
  • approximation algorithms
  • genetic algorithm