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On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time.
Dai Taguchi
Published in:
J. Complex. (2023)
Keyphrases
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convergence rate
diffusion coefficient
convergence speed
step size
learning rate
gradient method
anisotropic diffusion
faster convergence rate
numerical stability
genetic algorithm
signal processing