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Some generic properties in backward stochastic differential equations with continuous coefficient.

Khaled BahlaliBrahim MezerdiYoussef Ouknine
Published in: Monte Carlo Methods Appl. (2001)
Keyphrases
  • stochastic differential equations
  • brownian motion
  • maximum a posteriori estimation
  • additive gaussian noise
  • fractional brownian motion
  • natural images
  • texture analysis