Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and the Pricing of Options.
Ning CaiNan ChenXiangwei WanPublished in: Math. Oper. Res. (2010)
Keyphrases
- double exponential
- diffusion processes
- markov chain
- diffusion process
- data complexity
- worst case
- information diffusion
- denoising
- partial differential equations
- scale spaces
- anisotropic diffusion
- steady state
- total variation
- nonlinear diffusion
- diffusion equation
- conjunctive queries
- query evaluation
- image processing
- diffusion tensor
- natural images
- structure tensor
- optical flow
- query processing