most citedTwo Sides of One Coin: the Limits of Untuned SGD and the Power of Adaptive Methods

1 citations · 1 across the 3 of their papers we have counts for

collaborators
Showing math.PRShow all

1 paper · 1 filter

math.PR2025

Tamed Euler-Maruyama method for SDEs with non-globally Lipschitz drift and multiplicative noise

Xiang Li, Yingjun Mo, Haoran Yang

Consider the following stochastic differential equation driven by multiplicative noise on with a superlinearly growing drift coefficient, \begin{align*} \mathrm{d} X…