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Explicit θ-Schemes for Solving Anticipated Backward Stochastic Differential Equations.
Mingshang Hu
Lianzi Jiang
Published in:
CoRR (2019)
Keyphrases
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stochastic differential equations
maximum a posteriori estimation
brownian motion
additive gaussian noise
fractional brownian motion
differential equations
long range
state space
noisy images
vector valued