Convergence of the Stochastic Euler Scheme for Locally Lipschitz Coefficients.

Martin Hutzenthaler Arnulf Jentzen

Published in: Found. Comput. Math. (2011)

Keyphrases

stochastic approximation
linear combination
learning automaton
detection scheme
image restoration
subband
wavelet coefficients
monte carlo
convergence rate
initial conditions
iterative algorithms
backpropagation learning algorithm
data sets
artificial neural networks
differential equations
stochastic model