Geometric Euler-Maruyama Schemes for Stochastic Differential Equations in SO(n) and SE(n).

Marc J. Piggott Victor Solo

Published in: SIAM J. Numer. Anal. (2016)

Keyphrases

stochastic differential equations
maximum a posteriori estimation
brownian motion
additive gaussian noise
fractional brownian motion
differential equations
optimal control
supply chain
noise level
heavy traffic
vector valued