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Well-Posedness for a Class of Degenerate Itô Stochastic Differential Equations with Fully Discontinuous Coefficients.

Haesung LeeGerald Trutnau
Published in: Symmetry (2020)
Keyphrases
  • stochastic differential equations
  • wavelet coefficients
  • maximum a posteriori estimation
  • multiscale
  • reinforcement learning
  • texture analysis