On the stability of some second order numerical methods for weak approximation of Itô SDEs.
Amir HaghighiSeyed Mohammad HosseiniPublished in: Numer. Algorithms (2011)
Keyphrases
- numerical methods
- approximation schemes
- differential equations
- partial differential equations
- finite element method
- numerical solution
- high order
- approximation algorithms
- finite difference method
- computer vision
- black scholes
- fourth order
- linear algebra
- computer architecture
- level set method
- sufficient conditions
- numerical scheme
- higher order
- runge kutta
- object recognition
- image processing