Numerical methods for mean-field stochastic differential equations with jumps.
Yabing SunWeidong ZhaoPublished in: CoRR (2020)
Keyphrases
- numerical methods
- stochastic differential equations
- brownian motion
- differential equations
- maximum a posteriori estimation
- markov chain
- markov random field
- partial differential equations
- closed form
- fractional brownian motion
- stochastic process
- dynamical systems
- additive gaussian noise
- long range
- posterior distribution
- level set method
- em algorithm
- closed form solutions
- multiresolution