Nonlinear Filtering Theory for McKean-Vlasov Type Stochastic Differential Equations.

Nevroz Sen Peter E. Caines

Published in: SIAM J. Control. Optim. (2016)

Keyphrases

nonlinear filtering
stochastic differential equations
compressed sensing
maximum a posteriori estimation
multiscale
brownian motion
anisotropic diffusion
feature extraction
image analysis
denoising
additive gaussian noise