Weak approximation of SDEs for tempered distributions and applications.

Yuga Iguchi Toshihiro Yamada

Published in: Adv. Comput. Math. (2022)

Keyphrases

probability distribution
data sets
closed form
approximation algorithms
exponential distributions
kullback leibler divergence
relative error
heavy tailed
database
real world
information retrieval
feature selection
random variables
normal distribution
power law
exact computation