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Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients.
Xiaofeng Zong
Fuke Wu
Chengming Huang
Published in:
Appl. Math. Comput. (2014)
Keyphrases
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stochastic differential equations
maximum a posteriori estimation
brownian motion
additive gaussian noise
wavelet coefficients
fractional brownian motion
probabilistic model
subband
production system
long range