Error Analysis for Approximation of Stochastic Differential Equations Driven by Poisson Random Measures.

Erika Hausenblas

Published in: SIAM J. Numer. Anal. (2002)

Keyphrases

error analysis
stochastic differential equations
closed form
fractional brownian motion
error correction
least squares
brownian motion
error estimates
poisson process
maximum a posteriori estimation
non stationary
long range
additive gaussian noise
computer vision
multiscale