Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise.
Yong XuBin PeiGuobin GuoPublished in: Appl. Math. Comput. (2015)
Keyphrases
- stochastic differential equations
- fractional brownian motion
- additive gaussian noise
- noise level
- maximum a posteriori estimation
- long range
- brownian motion
- signal to noise ratio
- image denoising
- non stationary
- noisy images
- fractal dimension
- stochastic process
- denoising
- control system
- noise reduction
- differential equations
- multiscale
- financial markets
- optimal solution