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Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise.

Nahid JamshidiMinoo KamraniKristian Debrabant
Published in: CoRR (2023)
Keyphrases
  • stochastic differential equations
  • error rate
  • edge detection
  • noise reduction
  • pairwise
  • cost function
  • probabilistic model
  • mathematical model
  • signal to noise ratio
  • brownian motion
  • maximum a posteriori estimation