Exact Simulation of Brownian Diffusions with Drift Admitting Jumps.

David Dereudre Sara Mazzonetto Sylvie Roelly

Published in: SIAM J. Sci. Comput. (2017)

Keyphrases

brownian motion
mathematical model
fractal dimension
simulation model
markov chain
image segmentation
data sets
optimal control
neural network
simulation models
image processing
multiscale
information systems
steady state
texture analysis
social networks
long run
simulation environment
databases