Weak discrete time approximation of stochastic differential equations with time delay.

Uwe Küchler Eckhard Platen

Published in: Math. Comput. Simul. (2002)

Keyphrases

stochastic differential equations
brownian motion
maximum a posteriori estimation
fractional brownian motion
image segmentation
markov chain
queueing networks
probabilistic model
higher order
model selection
closed form
stochastic model