Numerical Methods for Second-Order Stochastic Differential Equations.
Kevin BurrageIan LenaneGrant LythePublished in: SIAM J. Sci. Comput. (2007)
Keyphrases
- numerical methods
- stochastic differential equations
- brownian motion
- differential equations
- maximum a posteriori estimation
- partial differential equations
- additive gaussian noise
- higher order
- fractional brownian motion
- dynamical systems
- high order
- image denoising
- level set
- image processing
- image analysis
- optimal control