Monte Carlo Simulation of Reflected Stochastic Differential Equations driven by Poisson Random Measures.

Erika Hausenblas

Published in: Monte Carlo Methods Appl. (2000)

Keyphrases

monte carlo simulation
stochastic differential equations
monte carlo
fractional brownian motion
markov chain
brownian motion
poisson process
closed form
non stationary
maximum a posteriori estimation
image processing
long range
fractal dimension
denoising