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Convergence Rates of the Splitting Scheme for Parabolic Linear Stochastic Cauchy Problems.

Sonja G. CoxJan van Neerven
Published in: SIAM J. Numer. Anal. (2010)
Keyphrases
  • convergence rate
  • step size
  • high dimensional
  • markov decision processes
  • learning rate
  • approximation schemes