3 papers
math.PR2025
Tamed Euler-Maruyama method for SDEs with non-globally Lipschitz drift and multiplicative noise
Xiang Li, Yingjun Mo, Haoran Yang
Consider the following stochastic differential equation driven by multiplicative noise on with a superlinearly growing drift coefficient, \begin{align*} \mathrm{d} X…
cs.LG2025
Approximation to Deep Q-Network by Stochastic Delay Differential Equations
Jianya Lu, Yingjun Mo
Despite the significant breakthroughs that the Deep Q-Network (DQN) has brought to reinforcement learning, its theoretical analysis remains limited. In this paper, we construct a s…
math.PR2025
Existence and non-existence of the CLT for a family of SDEs driven by stable process
Yingjun Mo, Yu Wang
Stochastic differential equations (SDEs) without global Lipschitz drift often demonstrate unusual phenomena. In this paper, we consider the following SDE on : \begin{a…