Strong convergence rate of the Euler scheme for SDEs driven by additive rough fractional noises.

Chuying Huang Xu Wang

Published in: CoRR (2022)

Keyphrases

convergence rate
convergence speed
step size
learning rate
rough sets
global convergence
mutation operator
primal dual
wavelet neural network
gradient method
numerical stability
faster convergence rate
genetic algorithm
particle swarm optimization algorithm
gravitational search algorithm