Novel multi-step predictor-corrector schemes for backward stochastic differential equations.
Qiang HanShaolin JiPublished in: Commun. Nonlinear Sci. Numer. Simul. (2024)
Keyphrases
- multi step
- stochastic differential equations
- maximum a posteriori estimation
- brownian motion
- additive gaussian noise
- fractional brownian motion
- knn
- optimal control
- diffusion process
- dynamic programming
- learning algorithm
- k nearest neighbor
- long range
- differential equations
- stochastic process
- denoising
- semi supervised
- information extraction
- image processing