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Strong convergence of the exponential Euler scheme for SDEs with superlinear growth coefficients and one-sided Lipschitz drift.
Mireille Bossy
Kerlyns Martinez-Rodriguez
Published in:
CoRR (2024)
Keyphrases
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error accumulation
linear combination
wavelet coefficients
pointwise
backpropagation learning algorithm
high level
subband
convergence rate
differential equations
convergence speed
wavelet packet
conjugate gradient algorithm