Asymptotic moment boundedness of the numerical solutions of stochastic differential equations.
Wei LiuXuerong MaoPublished in: J. Comput. Appl. Math. (2013)
Keyphrases
- numerical solution
- stochastic differential equations
- brownian motion
- differential equations
- maximum a posteriori estimation
- partial differential equations
- sufficient conditions
- additive gaussian noise
- fractional brownian motion
- dynamical systems
- finite element
- long range
- numerical methods
- exact solution
- stochastic process
- diffusion process
- linear systems
- image denoising
- computer vision
- asymptotically optimal
- stochastic processes