Login / Signup

Approximating and Simulating Multivalued Stochastic Differential Equations.

Dominique LépingleNguyen T. Thao
Published in: Monte Carlo Methods Appl. (2004)
Keyphrases
  • stochastic differential equations
  • maximum a posteriori estimation
  • brownian motion
  • additive gaussian noise
  • fractional brownian motion
  • stochastic process
  • non stationary
  • optimal control
  • long range
  • heavy traffic