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The truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients.

Hao YangFuke WuPeter E. KloedenXuerong Mao
Published in: J. Comput. Appl. Math. (2020)
Keyphrases
  • error rate
  • cost function
  • dynamic programming
  • stochastic differential equations
  • image segmentation
  • probability distribution
  • graphical models
  • em algorithm