Dynamically Orthogonal Approximation for Stochastic Differential Equations.

Yoshihito Kazashi Fabio Nobile Fabio Zoccolan

Published in: CoRR (2023)

Keyphrases

stochastic differential equations
maximum a posteriori estimation
brownian motion
special case
multiscale
dynamic programming
probability distribution
state space
wavelet transform
subband
closed form
queueing networks
additive gaussian noise