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Sinc-$\theta$ Schemes for Backward Stochastic Differential Equations.

Xu WangWeidong ZhaoTao Zhou
Published in: SIAM J. Numer. Anal. (2022)
Keyphrases
  • stochastic differential equations
  • maximum a posteriori estimation
  • brownian motion
  • fractional brownian motion
  • non stationary
  • additive gaussian noise
  • image processing
  • poisson process