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20162026
most citedRandomized Optimal Stopping Problem in Continuous time and Reinforcement Learning Algorithm

4 citations · 5 across the 13 of their papers we have counts for

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math.PR2016

Jump stochastic differential equations with non-Lipschitz and superlinearly growing coefficients

Yuchao Dong

In the paper, we consider the no-explosion condition and pathwise uniqueness for SDEs driven by a Poisson random measure with coefficients that are super-linear and non-Lipschitz.…