The truncated EM method for stochastic differential equations with Poisson jumps.

Shounian Deng Weiyin Fei Wei Liu Xuerong Mao

Published in: J. Comput. Appl. Math. (2019)

Keyphrases

mathematical model
dynamic programming
parameter estimation
image segmentation
optimal solution
pairwise
probabilistic model
markov chain
expectation maximization
production system
gaussian distribution