Login / Signup

Existence and uniqueness of solutions for perturbed stochastic differential equations with reflected boundary.

Faiz BahajKamal Hiderah
Published in: Monte Carlo Methods Appl. (2024)
Keyphrases
  • stochastic differential equations
  • maximum a posteriori estimation
  • brownian motion
  • cost function
  • dynamic programming
  • higher order
  • steady state
  • additive gaussian noise
  • fractional brownian motion