Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms.
Martin HutzenthalerTuan Anh NguyenPublished in: J. Comput. Appl. Math. (2022)
Keyphrases
- convergence rate
- spatial and temporal
- spatio temporal
- temporal correlation
- learning rate
- step size
- temporal aspects
- convergence speed
- temporal dimension
- spatial features
- temporal resolution
- space time
- temporal information
- gradient method
- temporal dependencies
- spatial information
- global convergence
- spatio temporal data
- spatial data
- primal dual
- mutation operator
- wavelet neural network
- temporal reasoning
- numerical stability
- faster convergence rate
- multi objective
- neural network
- differential equations
- wavelet transform