Login / Signup

Adaptive timestepping for pathwise stability and positivity of strongly discretised nonlinear stochastic differential equations.

Cónall KellyAlexandra RodkinaEeva Maria Rapoo
Published in: J. Comput. Appl. Math. (2018)
Keyphrases
  • stochastic differential equations
  • maximum a posteriori estimation
  • brownian motion
  • fractional brownian motion
  • additive gaussian noise