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On the MS-stability of predictor-corrector schemes for stochastic differential equations.
Angel Tocino
Rebiha Zeghdane
M. J. Senosiain
Published in:
Math. Comput. Simul. (2021)
Keyphrases
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stochastic differential equations
maximum a posteriori estimation
brownian motion
optimal solution
additive gaussian noise
fractional brownian motion
gaussian distribution