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Backward Stochastic Differential Equations (BSDEs) Using Infinite-Dimensional Martingales with Subdifferential Operator.
Pei Zhang
Adriana Irawati Nur Ibrahim
Nur Anisah Mohamed
Published in:
Axioms (2022)
Keyphrases
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stochastic differential equations
maximum a posteriori estimation
brownian motion
fractional brownian motion
additive gaussian noise
long range
non stationary
gaussian distribution
differential equations
maximum likelihood
stochastic process
poisson process