Strong Stability Preserving Multistep Schemes for Forward Backward Stochastic Differential Equations.

Shuixin Fang Weidong Zhao Tao Zhou

Published in: J. Sci. Comput. (2023)

Keyphrases

forward backward
stochastic differential equations
hidden markov models
brownian motion
maximum a posteriori estimation
additive gaussian noise
fractional brownian motion
reinforcement learning
natural images
stochastic process