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Adaptive Weak Approximation of Diffusions with Jumps.

Ernesto MordeckiAnders SzepessyRaúl TemponeGeorgios E. Zouraris
Published in: SIAM J. Numer. Anal. (2008)
Keyphrases
  • approximation algorithms
  • real time
  • information retrieval
  • data driven
  • markov chain
  • machine learning
  • genetic algorithm
  • artificial intelligence
  • case study
  • lower bound
  • error bounds
  • anisotropic diffusion
  • vector valued