Numerical Solution of Stochastic Differential Equations (Peter E. Kloeden and Eckhard Platen).
Matthias GelbrichWerner RömischPublished in: SIAM Rev. (1995)
Keyphrases
- numerical solution
- stochastic differential equations
- brownian motion
- differential equations
- maximum a posteriori estimation
- partial differential equations
- additive gaussian noise
- fractional brownian motion
- finite element
- numerical methods
- dynamical systems
- linear systems
- non stationary
- multiscale
- poisson process
- natural images
- scale space
- denoising
- feature space