Weak Approximations and Extrapolations of Stochastic Differential Equations with Jumps.

X. Q. Liu C. W. Li

Published in: SIAM J. Numer. Anal. (2000)

Keyphrases

stochastic differential equations
maximum a posteriori estimation
brownian motion
markov chain
additive gaussian noise
fractional brownian motion
stochastic process
closed form
non stationary
denoising
higher order
steady state
maximum entropy
differential equations
optimal control
stochastic processes