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Approximate solution for some stochastic differential equations involving both Gaussian and Poissonian white noises.

Guy Jumarie
Published in: Appl. Math. Lett. (2003)
Keyphrases
  • stochastic differential equations
  • maximum a posteriori estimation
  • brownian motion
  • gaussian distribution
  • maximum likelihood
  • noise level
  • additive gaussian noise
  • supply chain
  • special case
  • markov chain