Stochastic numerical analysis for Brownian motion on SO(3).
Marc J. PiggottVictor SoloPublished in: CDC (2014)
Keyphrases
- brownian motion
- numerical analysis
- stochastic process
- differential equations
- stochastic processes
- optimal control
- diffusion process
- poisson process
- image enhancement
- vector valued
- heavy traffic
- stochastic differential equations
- closed form solutions
- stochastic model
- queue length
- markov chain
- image analysis
- multiscale
- random variables
- sufficient conditions
- heavy tailed