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Time-domain finite-difference (TDFD) method is the most dominant approach for seismic wavefield simulation. Due to the memory and computational cost of the computer, finite-difference (FD) simulations ...
We propose new numerical schemes for decoupled forward-backward stochastic differential equations (FBSDEs) with jumps, where the stochastic dynamics are driven by a ddimensional Brownian motion and an ...
This is a preview. Log in through your library . Abstract We examine the second order properties of various quantities of interest in the partially linear regression ...
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