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Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion.
Irene Tubikanec
Massimiliano Tamborrino
Petr Lánský
Evelyn Buckwar
Published in:
J. Comput. Appl. Math. (2022)
Keyphrases
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numerical methods
brownian motion
differential equations
stochastic process
partial differential equations
markov chain
dynamical systems
poisson process
optimal control
machine learning
image processing
feature extraction
image denoising
high order
anisotropic diffusion