Stochastic Flows and Stochastic Differential Equations (Hiroshi Kunita).
Erhan ÇinlarPublished in: SIAM Rev. (1993)
Keyphrases
- stochastic differential equations
- brownian motion
- maximum a posteriori estimation
- fractional brownian motion
- differential equations
- additive gaussian noise
- optimal control
- long range
- stochastic process
- stochastic processes
- poisson process
- pairwise
- denoising
- vector valued
- random fields
- markov chain
- information extraction
- multiresolution