Contraction of stochastic differential equations.

Pham Huu Anh Ngoc

Published in: Commun. Nonlinear Sci. Numer. Simul. (2021)

Keyphrases

stochastic differential equations
maximum a posteriori estimation
brownian motion
fractional brownian motion
additive gaussian noise
optimal control
long range
stochastic process
dynamic programming
heavy traffic
poisson process
denoising
natural images
non stationary
noisy images
financial markets