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Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations.

Desmond J. HighamXuerong MaoChenggui Yuan
Published in: Numerische Mathematik (2007)
Keyphrases
  • stochastic differential equations
  • maximum a posteriori estimation
  • brownian motion
  • sufficient conditions
  • mathematical model
  • image processing
  • additive gaussian noise