Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations.
Desmond J. HighamXuerong MaoAndrew M. StuartPublished in: LMS J. Comput. Math. (2003)
Keyphrases
- numerical solution
- stochastic differential equations
- differential equations
- brownian motion
- partial differential equations
- maximum a posteriori estimation
- sufficient conditions
- finite element
- numerical methods
- fractional brownian motion
- additive gaussian noise
- ordinary differential equations
- dynamical systems
- linear systems
- image denoising
- exact solution
- computer vision
- anisotropic diffusion
- probability distribution
- cost function