Novel multi-step predictor-corrector schemes for backward stochastic differential equations.
Qiang HanShaolin JiPublished in: CoRR (2021)
Keyphrases
- multi step
- stochastic differential equations
- maximum a posteriori estimation
- brownian motion
- fractional brownian motion
- additive gaussian noise
- denoising
- stochastic process
- semi supervised
- knn
- long range
- non stationary
- image denoising
- image processing
- optimal control
- fractal dimension
- gaussian distribution
- differential equations
- k nearest neighbor
- pairwise
- reinforcement learning