Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients.
Shounian DengChen FeiWeiyin FeiXuerong MaoPublished in: J. Comput. Appl. Math. (2021)
Keyphrases
- numerical scheme
- anisotropic diffusion
- expectation maximization
- jump diffusion process
- approximation schemes
- linear combination
- nonlinear diffusion filtering
- mathematical model
- wavelet coefficients
- unsupervised learning
- generative model
- em algorithm
- navier stokes equations
- mixture model
- monte carlo
- linear equations
- basis functions
- maximum likelihood
- probabilistic model
- hamilton jacobi bellman
- diffusion process
- diffusion model
- gaussian mixture model
- nonlinear equations
- stochastic process
- stochastic model
- numerical solution
- numerical methods
- neural network
- multiscale
- image segmentation
- social networks