Weak rate of convergence for an Euler scheme of nonlinear SDE's.

Arturo Kohatsu-Higa Shigeyoshi Ogawa

Published in: Monte Carlo Methods Appl. (1997)

Keyphrases

gauss seidel
convergence speed
weight update
computational complexity
differential equations
allocation scheme
traffic load
linear transform
genetic algorithm
learning algorithm
image sequences
convergence rate
learning scheme
detection scheme
nonlinear optimization
blocking probability