Derandomization of the Euler scheme for scalar stochastic differential equations.

Thomas Müller-Gronbach Klaus Ritter Larisa Yaroslavtseva

Published in: J. Complex. (2012)

Keyphrases

stochastic differential equations
brownian motion
maximum a posteriori estimation
vector valued
differential equations
additive gaussian noise
image sequences
point correspondences
multiresolution
noisy images
fractional brownian motion