On uniform-in-time diffusion approximation for stochastic gradient descent

DOI10.4310/maa.2023.v30.n3.a1MaRDI QIDQ6640765

Yuliang Wang, Lei Li

Publication date: 20 November 2024

Published in: Methods and Applications of Analysis (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationbackward Kolmogorov equationStroock-Varadhan support theoremsemigroup expansion

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic programming (90C15) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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