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A new numerical scheme for a class of reflected stochastic differential equations.

Xuewei Yang
Published in: Monte Carlo Methods Appl. (2013)
Keyphrases
  • numerical scheme
  • partial differential equations
  • stochastic differential equations
  • anisotropic diffusion
  • energy functional
  • image processing
  • level set
  • object recognition
  • pairwise
  • feature vectors
  • brownian motion