On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations.
Konstantinos DareiotisChaman KumarSotirios SabanisPublished in: SIAM J. Numer. Anal. (2016)
Keyphrases
- differential equations
- noisy data
- difference equations
- signal to noise ratio
- numerical methods
- noise reduction
- noise model
- missing data
- noise level
- linear systems
- noise sensitivity
- input data
- numerical integration
- approximation methods
- image noise
- additive noise
- noise removal
- gaussian noise
- median filter
- steady state
- wireless networks