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A Posteriori Error Analysis of Stochastic Differential Equations Using Polynomial Chaos Expansions.
Troy D. Butler
Clint Dawson
Tim Wildey
Published in:
SIAM J. Sci. Comput. (2011)
Keyphrases
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error analysis
stochastic differential equations
maximum a posteriori estimation
least squares
brownian motion
error correction
additive gaussian noise
fractional brownian motion
computer vision
maximum likelihood
maximum entropy
gaussian distribution
heavy traffic
vector valued