Convergence of a spatial semidiscretization for a backward semilinear stochastic parabolic equation.
Binjie LiXiaoping XiePublished in: CoRR (2021)
Keyphrases
- stochastic approximation
- forward and backward
- space time
- spatial information
- spatio temporal
- stochastic optimization
- spatial data
- spatial and temporal
- sufficient conditions
- faster convergence
- convergence speed
- spatial relationships
- nonlinear equations
- spatial patterns
- stochastic process
- convergence rate
- stochastic programming
- forward search
- stochastic processes
- spatial reasoning
- spatial distribution
- differential equations
- spatial databases
- monte carlo