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A note on the reflected backward stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition.
Lanying Hu
Yong Ren
Published in:
Appl. Math. Comput. (2011)
Keyphrases
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stochastic differential equations
brownian motion
fractional brownian motion
diffusion process
maximum a posteriori estimation
sufficient conditions
additive gaussian noise
non stationary
stochastic process
poisson process
image segmentation