The linear Steklov method for SDEs with non-globally Lipschitz coefficients: Strong convergence and simulation.
Saúl Díaz-InfanteSilvia Jerez GalianoPublished in: J. Comput. Appl. Math. (2017)
Keyphrases
- high accuracy
- experimental evaluation
- similarity measure
- objective function
- simulation study
- optimization method
- high precision
- dynamic programming
- linear combination
- detection method
- transfer function
- preprocessing
- clustering method
- synthetic data
- basis functions
- segmentation method
- denoising
- linear models
- neural network
- knn
- significant improvement
- multiresolution
- pairwise
- computational complexity
- image sequences
- decision trees