High order weak approximation for irregular functionals of time-inhomogeneous SDEs.

Toshihiro Yamada

Published in: Monte Carlo Methods Appl. (2021)

Keyphrases

high order
higher order
low order
pairwise
tensor analysis
markov chain
markov random field
zernike moments
image processing
special case
conditional random fields
bayesian logistic regression
hidden markov models
logistic regression
partial differential equations
fourth order