Polynomial Propagation of Moments in Stochastic Differential Equations.

Alberto López-Yela Joaquín Míguez

Published in: SIAM J. Appl. Dyn. Syst. (2023)

Keyphrases

stochastic differential equations
brownian motion
maximum a posteriori estimation
additive gaussian noise
diffusion process
fractional brownian motion
image processing
image segmentation
high order
noise level
optimal control
stochastic processes
stochastic process