Reflected Backward Stochastic Differential Equations Driven by Countable Brownian Motions.
Pengju DuanMin RenShilong FeiPublished in: J. Appl. Math. (2013)
Keyphrases
- stochastic differential equations
- brownian motion
- fractional brownian motion
- stochastic process
- differential equations
- long range
- optimal control
- diffusion process
- non stationary
- markov chain
- poisson process
- maximum a posteriori estimation
- stochastic processes
- vector valued
- image sequences
- fractal dimension
- queue length
- heavy traffic
- financial markets
- random fields
- closed form solutions
- human motion
- dynamic programming
- mathematical model
- steady state
- multiresolution
- additive gaussian noise
- moving objects
- optical flow
- long run
- dynamical systems
- motion model
- random variables