Mean-field backward stochastic differential equations with uniformly continuous generators.
Hancheng GuoXiuyun RenPublished in: J. Control. Decis. (2015)
Keyphrases
- stochastic differential equations
- maximum a posteriori estimation
- brownian motion
- fractional brownian motion
- additive gaussian noise
- markov random field
- em algorithm
- bayesian inference
- stochastic processes
- image processing
- differential equations
- optimal control
- long range
- posterior distribution
- stochastic process