Optimal rate of convergence for approximations of SPDEs with non-regular drift.

Oleg Butkovsky Konstantinos Dareiotis Máté Gerencsér

Published in: CoRR (2021)

Keyphrases

dynamic programming
convergence rate
database
neural network
information retrieval
optimal solution
efficient computation
optimal design
decision trees
supply chain
least squares
worst case
closed form
estimation error
asymptotically optimal