New Kinds of High-Order Multistep Schemes for Coupled Forward Backward Stochastic Differential Equations.
Weidong ZhaoYu FuTao ZhouPublished in: SIAM J. Sci. Comput. (2014)
Keyphrases
- high order
- forward backward
- low order
- stochastic differential equations
- higher order
- hidden markov models
- brownian motion
- pairwise
- maximum a posteriori estimation
- partial differential equations
- markov random field
- conditional random fields
- differential equations
- stochastic processes
- lower order
- bayesian logistic regression