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Random walk numerical scheme for the steady-state of stochastic differential equations.
Jian Zu
Published in:
Commun. Nonlinear Sci. Numer. Simul. (2023)
Keyphrases
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random walk
steady state
markov chain
partial differential equations
anisotropic diffusion
transition probabilities
stationary distribution
state dependent
queue length
queueing networks
arrival rate
state space
stochastic process
heavy traffic
image denoising