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A new higher-order weak approximation scheme for stochastic differential equations and the Runge-Kutta method.
Mariko Ninomiya
Syoiti Ninomiya
Published in:
Finance Stochastics (2009)
Keyphrases
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higher order
dynamic programming
objective function
pairwise
mathematical model
closed form
probabilistic model
image denoising
high order
noisy images
constrained optimization