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Numerical algorithms and simulations for reflected backward stochastic differential equations with two continuous barriers.
Mingyu Xu
Published in:
J. Comput. Appl. Math. (2011)
Keyphrases
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stochastic differential equations
numerical algorithms
maximum a posteriori estimation
brownian motion
partial differential equations
additive gaussian noise
fractional brownian motion
stochastic process
image recovery
wavelet transform
level set
image compression
poisson process