Anticipated Backward Stochastic Differential Equation with Reflection.

Published in: Commun. Stat. Simul. Comput. (2016)

Keyphrases

stochastic differential equations
maximum a posteriori estimation
brownian motion
fractional brownian motion
additive gaussian noise
non stationary
long range
stochastic process
markov random field
optimal control
multiresolution
special case
higher order
steady state