A higher order approximation method for jump-diffusion SDEs with discontinuous drift coefficient.
Pawel PrzybylowiczVerena SchwarzMichaela SzölgyenyiPublished in: CoRR (2022)
Keyphrases
- higher order
- computational cost
- high accuracy
- theoretical analysis
- preprocessing
- high precision
- experimental evaluation
- dynamic programming
- prior knowledge
- optimization method
- pairwise
- clustering method
- synthetic data
- image processing
- relative error
- closed form
- approximation methods
- basis functions
- classification method
- classification algorithm
- segmentation method
- detection method
- segmentation algorithm
- natural images
- feature set
- significant improvement