Explicit theta-Schemes for Mean-Field Backward Stochastic Differential Equations.
Yabing SunWeidong ZhaoTao ZhouPublished in: SIAM J. Numer. Anal. (2018)
Keyphrases
- stochastic differential equations
- maximum a posteriori estimation
- brownian motion
- additive gaussian noise
- fractional brownian motion
- markov random field
- optimal control
- differential equations
- non stationary
- em algorithm
- noise level
- image processing
- bayesian inference
- diffusion process
- vector valued
- closed form
- denoising
- special case