Stability of numerical methods for jump diffusions and Markovian switching jump diffusions.

Zhixin Yang Gang George Yin Haibo Li

Published in: J. Comput. Appl. Math. (2015)

Keyphrases

numerical methods
anisotropic diffusion
partial differential equations
diffusion processes
markov chain
differential equations
brownian motion
vector valued
numerical solution
reinforcement learning
image analysis
higher order
level set
finite element method