Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noises.

G. N. Milstein Michael V. Tretyakov

Published in: SIAM J. Sci. Comput. (1997)

Keyphrases

numerical methods
differential equations
brownian motion
stochastic differential equations
partial differential equations
sufficient conditions
computer vision
image denoising
multiscale
feature vectors
maximum a posteriori estimation