Stochastic Runge-Kutta Software Package for Stochastic Differential Equations.
Migran N. GevorkyanTatiana R. VelievaAnna V. KorolkovaDmitry S. KulyabovLeonid A. SevastyanovPublished in: DepCoS-RELCOMEX (2016)
Keyphrases
- software package
- stochastic differential equations
- brownian motion
- differential equations
- runge kutta
- open source
- maximum a posteriori estimation
- user friendly
- fractional brownian motion
- dynamical systems
- additive gaussian noise
- numerical methods
- optimal control
- stochastic process
- long range
- diffusion process
- computer vision
- noise level
- non stationary
- image segmentation
- image processing