Convergence of the tamed-Euler-Maruyama method for SDEs with discontinuous and polynomially growing drift.

Kathrin Spendier Michaela Szölgyenyi

Published in: CoRR (2022)

Keyphrases

computational cost
fully automatic
high precision
detection method
evolutionary algorithm
classification method
cost function
experimental evaluation
classification accuracy
convergence rate
face recognition
synthetic data
image registration
significant improvement
pairwise
data streams
objective function