First Order Strong Approximations of Jump Diffusions.
Nicola Bruti LiberatiChristina Nikitopoulos-SklibosiosEckhard PlatenPublished in: Monte Carlo Methods Appl. (2006)
Keyphrases
- higher order
- taylor series
- first order logic
- anisotropic diffusion
- real time
- approximation methods
- data sets
- quantifier elimination
- vector valued
- efficient computation
- inductive logic programming systems
- diffusion processes
- markov chain
- rough sets
- expert systems
- reinforcement learning
- website
- social networks
- learning algorithm