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A Lax equivalence theorem for stochastic differential equations.
Annika Lang
Published in:
J. Comput. Appl. Math. (2010)
Keyphrases
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stochastic differential equations
maximum a posteriori estimation
brownian motion
additive gaussian noise
fractional brownian motion
poisson process
image processing
special case
hidden markov models
differential equations
constrained optimization
diffusion process
stochastic processes