Lie-Point Symmetries and Backward Stochastic Differential Equations.

Na Zhang Guangyan Jia

Published in: Symmetry (2019)

Keyphrases

stochastic differential equations
maximum a posteriori estimation
brownian motion
additive gaussian noise
fractional brownian motion
differential equations
long range
diffusion process
image processing
probabilistic model
supply chain
markov decision processes
optimal control