Numerical solutions of SDEs with Markovian switching and jumps under non-Lipschitz conditions.
Yingzi ChenAiguo XiaoWansheng WangPublished in: J. Comput. Appl. Math. (2019)
Keyphrases
- numerical solution
- partial differential equations
- sufficient conditions
- low order
- nonlinear equations
- finite dimensional
- differential equations
- ordinary differential equations
- finite difference
- finite element
- state vector
- linear systems
- image denoising
- image enhancement
- markov chain
- numerical methods
- mathematical model
- markov random field
- denoising