Convergence rate of weak Local Linearization schemes for stochastic differential equations with additive noise.
Juan C. JiménezFelix CarbonellPublished in: J. Comput. Appl. Math. (2015)
Keyphrases
- convergence rate
- additive noise
- stochastic differential equations
- noisy images
- spatial domain
- additive gaussian noise
- maximum likelihood
- random variables
- maximum a posteriori estimation
- brownian motion
- image denoising
- edge detection
- noise level
- speech signal
- denoising
- computer vision
- frequency domain
- graphical models
- diffusion process
- multiresolution
- pattern recognition
- objective function
- image processing