A Convergent Difference Scheme for a Class of Partial Integro-Differential Equations Modeling Pricing under Uncertainty.
Giuseppe Maria CocliteO. ReichmannNils Henrik RisebroPublished in: SIAM J. Numer. Anal. (2016)
Keyphrases
- differential equations
- difference equations
- continuous functions
- dynamical systems
- ordinary differential equations
- numerical solution
- brownian motion
- nonlinear differential equations
- feed forward artificial neural networks
- boundary value problem
- partial differential equations
- numerical methods
- convex functions
- transmission line
- computer vision
- pattern classification
- higher order
- image segmentation