On the grid-sampling limit SDE
<|reference_start|>On the grid-sampling limit SDE: In our recent work [3] we introduced the grid-sampling SDE as a proxy for modeling exploration in continuous-time reinforcement learning. In this note, we provide further motivation for the use of this SDE and discuss its wellposedness in the presence of jumps.<|reference_end|>
@article{bender2024on,
    title={On the grid-sampling limit SDE},
    author={Christian Bender, Nguyen Tran Thuan},
    journal={arXiv preprint arXiv:2410.07778},
    year={2024},
    archivePrefix={arXiv},
    eprint={2410.07778},
    primaryClass={stat.ML cs.LG math.PR}
}