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A Stable Multistep Scheme for Solving Backward Stochastic Differential Equations.
Weidong Zhao
Guannan Zhang
Lili Ju
Published in:
SIAM J. Numer. Anal. (2010)
Keyphrases
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stochastic differential equations
maximum a posteriori estimation
brownian motion
additive gaussian noise
fractional brownian motion
image sequences
fractal dimension