Accurate Stationary Densities with Partitioned Numerical Methods for Stochastic Differential Equations.

Kevin Burrage Grant Lythe

Published in: SIAM J. Numer. Anal. (2009)

Keyphrases

numerical methods
differential equations
stochastic differential equations
brownian motion
partial differential equations
non stationary
level set method
computer vision
image segmentation
multiresolution
dynamical systems
maximum a posteriori estimation