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Maximum Principles of Markov Regime-Switching Forward-Backward Stochastic Differential Equations with Jumps and Partial Information.
Olivier Menoukeu Pamen
Published in:
J. Optim. Theory Appl. (2017)
Keyphrases
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partial information
forward backward
stochastic differential equations
markov chain
incomplete information
hidden markov models
brownian motion
maximum a posteriori estimation
additive gaussian noise
learning algorithm
state space
steady state
stochastic process
image denoising
gaussian distribution