for BSDEs with applications.

Zhen Wu Zhiyong Yu

Published in: J. Syst. Sci. Complex. (2012)

Keyphrases

stochastic differential equations
maximum a posteriori estimation
brownian motion
fractional brownian motion
additive gaussian noise
long range
stochastic process
differential equations
non stationary
gaussian distribution
denoising
noise level
multiscale
vector valued