Invariant measures for the Musiela equation with deterministic diffusion term.

Tiziano Vargiolu

Published in: Finance Stochastics (1999)

Keyphrases

quantitative measures
anisotropic diffusion
numerical solution
information diffusion
heat equation
moment invariants
finite difference
diffusion processes
multiscale
medical images
information retrieval systems
evaluation measures
affine invariant
invariant features