Login / Signup
Numerical approximations of one-point large deviations rate functions of stochastic differential equations with small noise.
Jialin Hong
Diancong Jin
Derui Sheng
Published in:
CoRR (2021)
Keyphrases
</>
stochastic differential equations
large deviations
additive gaussian noise
brownian motion
maximum a posteriori estimation
noise level
queue length
noisy images
heavy tailed
state dependent
multiscale
image denoising
differential equations
noise free
fractional brownian motion