Numerical methods for first order uncertain stochastic differential equations.
Justin ChirimaEriyoti ChikodzaSenelani Dorothy Hove-MusekwaPublished in: Int. J. Math. Oper. Res. (2020)
Keyphrases
- numerical methods
- stochastic differential equations
- brownian motion
- differential equations
- maximum a posteriori estimation
- partial differential equations
- dynamical systems
- higher order
- additive gaussian noise
- fractional brownian motion
- level set method
- diffusion process
- image processing
- markov chain
- high order
- stochastic process