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Approximate formulas for expectations of functionals of solutions to stochastic differential equations.
Alexander D. Egorov
Karl Sabelfeld
Published in:
Monte Carlo Methods Appl. (2010)
Keyphrases
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stochastic differential equations
maximum a posteriori estimation
brownian motion
higher order
special case
additive gaussian noise
image segmentation
optimal solution
dynamic programming
natural images
noisy images