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Sobolev-type fractional stochastic differential equations with non-Lipschitz coefficients.

Abbes BenchaabaneRathinasamy Sakthivel
Published in: J. Comput. Appl. Math. (2017)
Keyphrases
  • stochastic differential equations
  • maximum a posteriori estimation
  • brownian motion
  • scale space
  • differential equations
  • optimal control