Approximation of Stochastic Volterra Equations with kernels of completely monotone type.

Aurélien Alfonsi Ahmed Kebaier

Published in: CoRR (2021)

Keyphrases

mathematical model
error bounds
discrete random variables
kernel methods
stage stochastic programs
differential equations
approximation algorithms
closed form
image enhancement
monte carlo
feature selection
feature space
uniform distribution
numerical solution
approximation error
support vector
multiscale