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A Stable Multistep Scheme for Solving Backward Stochastic Differential Equations.

Weidong ZhaoGuannan ZhangLili Ju
Published in: SIAM J. Numer. Anal. (2010)
Keyphrases
  • stochastic differential equations
  • maximum a posteriori estimation
  • brownian motion
  • additive gaussian noise
  • fractional brownian motion
  • image sequences
  • fractal dimension