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The semi-implicit Euler-Maruyama method for nonlinear non-autonomous stochastic differential equations driven by a class of Lévy processes.

Xiaotong LiWei LiuHongjiong Tian
Published in: CoRR (2022)
Keyphrases
  • pairwise
  • stochastic differential equations
  • cost function
  • dynamic programming
  • feature vectors
  • input image
  • high order
  • fractal dimension
  • maximum a posteriori estimation