Adaptive weak approximation of reflected and stopped diffusions.

Christian Bayer Anders Szepessy Raúl Tempone

Published in: Monte Carlo Methods Appl. (2010)

Keyphrases

error bounds
anisotropic diffusion
databases
clustering algorithm
approximation error
real world
machine learning
information retrieval
genetic algorithm
decision trees
multiscale
approximation algorithms
approximation methods
diffusion processes