Symplectic numerical integration for Hamiltonian stochastic differential equations with multiplicative Lévy noise in the sense of Marcus.
Qingyi ZhanJinqiao DuanXiaofan LiYuhong LiPublished in: Math. Comput. Simul. (2024)
Keyphrases
- numerical integration
- stochastic differential equations
- additive gaussian noise
- fractional brownian motion
- differential equations
- ordinary differential equations
- denoising
- noise level
- brownian motion
- long range
- noise reduction
- noisy images
- image processing
- probability density
- noise removal
- zernike moments
- maximum a posteriori estimation
- signal to noise ratio
- non stationary
- wavelet transform
- probabilistic model