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Numerical Solutions of Stochastic Differential Equations Driven by Poisson Random Measure with Non-Lipschitz Coefficients.
Hui Yu
Minghui Song
Published in:
J. Appl. Math. (2012)
Keyphrases
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numerical solution
stochastic differential equations
differential equations
brownian motion
partial differential equations
closed form
finite element
linear combination
exact solution
graphical models
poisson process
wavelet coefficients
dynamical systems
computer vision
linear systems
additive gaussian noise
objective function