The Pathwise Convergence of Approximation Schemes for Stochastic Differential Equations.

Peter E. Kloeden Andreas Neuenkirch

Published in: LMS J. Comput. Math. (2007)

Keyphrases

approximation schemes
stochastic differential equations
approximation algorithms
brownian motion
maximum a posteriori estimation
np hard
differential equations
numerical methods
computer vision
upper bound
pairwise
special case
bit rate
non stationary
optimal control
fractional brownian motion