A wavelet-based computational method for solving stochastic Itô-Volterra integral equations.
Fakhrodin MohammadiPublished in: J. Comput. Phys. (2015)
Keyphrases
- pairwise
- cost function
- computational cost
- high accuracy
- clustering method
- image processing
- preprocessing
- probabilistic model
- support vector machine
- locally adaptive
- differential equations
- monte carlo
- mathematical model
- detection method
- image compression
- wavelet transform
- dynamic programming
- significant improvement
- reinforcement learning
- similarity measure