On solutions of stochastic differential equations with parameters modeled by random sets.
Bernhard SchmelzerPublished in: Int. J. Approx. Reason. (2010)
Keyphrases
- stochastic differential equations
- maximum a posteriori estimation
- brownian motion
- fractional brownian motion
- closed form solutions
- maximum likelihood
- optimal solution
- differential equations
- additive gaussian noise
- non stationary
- parameter estimation
- special case
- long range
- poisson process
- natural images
- denoising
- multiresolution