Double-barrier first-passage times of jump-diffusion processes.

Lexuri Fernández Peter Hieber Matthias Scherer

Published in: Monte Carlo Methods Appl. (2013)

Keyphrases

diffusion processes
diffusion process
information diffusion
partial differential equations
denoising
anisotropic diffusion
markov chain
total variation
nonlinear diffusion
diffusion tensor
scale spaces
multiresolution
diffusion equation
structure tensor