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On the MS-stability of predictor-corrector schemes for stochastic differential equations.

Angel TocinoRebiha ZeghdaneM. J. Senosiain
Published in: Math. Comput. Simul. (2021)
Keyphrases
  • stochastic differential equations
  • maximum a posteriori estimation
  • brownian motion
  • optimal solution
  • additive gaussian noise
  • fractional brownian motion
  • gaussian distribution