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Coarse Graining of Nonreversible Stochastic Differential Equations: Quantitative Results and Connections to Averaging.
Carsten Hartmann
Lara Neureither
Upanshu Sharma
Published in:
SIAM J. Math. Anal. (2020)
Keyphrases
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stochastic differential equations
brownian motion
maximum a posteriori estimation
additive gaussian noise
fractional brownian motion
image processing
control system
special case
cost function
information extraction
maximum likelihood
vector valued