A stochastic transport problem with Lévy noise: Fully discrete numerical approximation.
Andrea BarthAndreas SteinPublished in: CoRR (2019)
Keyphrases
- approximation schemes
- markov processes
- noise level
- stage stochastic programs
- discrete random variables
- numerical calculation
- monte carlo sampling
- noise free
- noisy data
- fractional brownian motion
- image noise
- continuous domains
- increase in computational complexity
- gauss markov random fields
- hopfield neural network
- approximation methods
- noise model
- approximation algorithms
- sensitivity analysis
- closed form
- image processing
- approximation error
- continuous functions
- numerical data
- gaussian noise
- numerical methods
- discrete variables
- noise reduction
- noisy images
- error bounds
- missing data
- objective function