On one-step numerical schemes of weak convergence for SDEs with super-linear coefficients.

Yuying Zhao Xiaojie Wang Zhongqiang Zhang

Published in: CoRR (2024)

Keyphrases

linear prediction
linear combination
post processing
linear systems
multi step
data sets
basis functions
convergence rate
preprocessing step
quadratic programming
initial guess
semidefinite
linear constraints
closed form
wavelet coefficients
preprocessing
feature selection