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On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient.

Thomas Müller-GronbachLarisa Yaroslavtseva
Published in: CoRR (2024)
Keyphrases
  • random variables
  • stochastic differential equations
  • bayesian networks
  • computational complexity
  • maximum a posteriori estimation
  • cost function
  • texture analysis