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Lawson schemes for highly oscillatory stochastic differential equations and conservation of invariants.
Kristian Debrabant
Anne Kværnø
Nicky Cordua Mattsson
Published in:
CoRR (2019)
Keyphrases
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stochastic differential equations
brownian motion
maximum a posteriori estimation
special case
markov chain
fractional brownian motion
image processing
multiscale
cost function
graphical models
long range
stochastic process