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Error estimates of the backward Euler-Maruyama method for multi-valued stochastic differential equations.
Monika Eisenmann
Mihály Kovács
Raphael Kruse
Stig Larsson
Published in:
CoRR (2019)
Keyphrases
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stochastic differential equations
objective function
pairwise
multi valued
error estimates
error estimation
lower bound
support vector machine
cross validation
error analysis
maximum a posteriori estimation