Numerical Solutions of Stochastic Differential Equations Driven by Poisson Random Measure with Non-Lipschitz Coefficients.
Hui YuMinghui SongPublished in: J. Appl. Math. (2012)
Keyphrases
- 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