The Euler-Maruyama approximation of solutions to stochastic differential equations with piecewise constant arguments.
Marija MilosevicPublished in: J. Comput. Appl. Math. (2016)
Keyphrases
- piecewise constant
- stochastic differential equations
- maximum a posteriori estimation
- brownian motion
- level set
- level set method
- fractional brownian motion
- additive gaussian noise
- mean shift
- differential equations
- curve evolution
- optimal control
- closed form solutions
- image segmentation
- noisy images
- closed form
- active contours
- objective function
- reinforcement learning