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A new higher-order weak approximation scheme for stochastic differential equations and the Runge-Kutta method.

Mariko NinomiyaSyoiti Ninomiya
Published in: Finance Stochastics (2009)
Keyphrases
  • higher order
  • dynamic programming
  • objective function
  • pairwise
  • mathematical model
  • closed form
  • probabilistic model
  • image denoising
  • high order
  • noisy images
  • constrained optimization