The dynamic system method and the traps
Keyword(s):
We transpose the ordinary differential equation method (used for decreasing stepsize stochastic algorithms) to a dynamical system method to study dynamical systems disturbed by a noise decreasing to zero. We prove that such an algorithm does not fall into a regular trap if the noise is exciting in an unstable direction.
1998 ◽
Vol 30
(1)
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pp. 137-151
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2014 ◽
Vol 696
◽
pp. 30-37
2020 ◽
Vol 34
(20)
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pp. 2050189
2015 ◽
Vol 15
(03)
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pp. 1550018
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2021 ◽
2018 ◽
Vol 474
(2211)
◽
pp. 20170809
2008 ◽
Vol 197
(1)
◽
pp. 399-406
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