Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms.
Tuan Anh NguyenMartin HutzenthalerPublished in: CoRR (2021)
Keyphrases
- convergence rate
- spatial and temporal
- spatio temporal
- step size
- temporal dimension
- convergence speed
- spatial features
- temporal correlation
- temporal aspects
- learning rate
- space time
- temporal resolution
- spatial information
- global convergence
- spatio temporal data
- gradient method
- temporal information
- spatial data
- neural network
- temporal dependencies
- primal dual
- numerical stability
- wavelet neural network
- mutation operator
- gravitational search algorithm
- temporal patterns
- learning algorithm