On the Existence and the Applications of Modified Equations for Stochastic Differential Equations.
Konstantinos C. ZygalakisPublished in: SIAM J. Sci. Comput. (2011)
Keyphrases
- stochastic differential equations
- maximum a posteriori estimation
- brownian motion
- additive gaussian noise
- fractional brownian motion
- differential equations
- optimal control
- dynamic programming
- non stationary
- stochastic processes
- heavy traffic
- stochastic process
- poisson process
- long range
- noisy images
- denoising
- bayesian networks