Stochastic heavy ball
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Publication:1697485
DOI10.1214/18-EJS1395zbMath1392.62244arXiv1609.04228OpenAlexW2520472982MaRDI QIDQ1697485
Sébastien Gadat, Sofiane Saadane, Fabien Panloup
Publication date: 20 February 2018
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.04228
Central limit and other weak theorems (60F05) Estimates of eigenvalues in context of PDEs (35P15) Stochastic approximation (62L20) Hypoelliptic equations (35H10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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