Optimal convergence rate of modified Milstein scheme for SDEs with rough fractional diffusions.

Published in: CoRR (2021)

Keyphrases

convergence rate
step size
learning rate
convergence speed
lp norm
global convergence
competitive ratio
anisotropic diffusion
faster convergence rate
numerical stability
gradient method
primal dual
rough sets
dynamic programming
mutation operator
state space
neural network
multi objective
optimal solution