Numerical methods for stochastic Volterra integral equations with weakly singular kernels.
Min LiChengming HuangYaozhong HuPublished in: CoRR (2020)
Keyphrases
- numerical methods
- differential equations
- approximation schemes
- partial differential equations
- integral equation
- numerical solution
- finite element method
- image enhancement
- least squares
- stochastic control
- level set method
- kernel function
- kernel methods
- black scholes
- image processing
- higher order statistics
- brownian motion
- gaussian kernel
- reinforcement learning
- scale space
- runge kutta