A family of fully implicit strong Itô-Taylor numerical methods for stochastic differential equations.

Kai Liu Guiding Gu

Published in: J. Comput. Appl. Math. (2022)

Keyphrases

numerical methods
differential equations
stochastic differential equations
brownian motion
partial differential equations
maximum a posteriori estimation
dynamical systems
image denoising
long range
financial markets
fractional brownian motion