Approximation of Stochastic Volterra Equations with kernels of completely monotone type.
Aurélien AlfonsiAhmed KebaierPublished in: Math. Comput. (2023)
Keyphrases
- approximation schemes
- image enhancement
- stage stochastic programs
- mathematical model
- differential equations
- discrete random variables
- monte carlo sampling
- numerical solution
- linear systems
- error bounds
- kernel methods
- linear combination
- least squares
- multiscale
- approximation algorithms
- bayesian networks
- linear equations
- gaussian kernels
- denoising
- stochastic differential equations