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Approximations of functional integrals with respect to measures generated by solutions of stochastic differential equations.

Alexander D. EgorovA. V. Zherelo
Published in: Monte Carlo Methods Appl. (2004)
Keyphrases
  • stochastic differential equations
  • maximum a posteriori estimation
  • brownian motion
  • fractional brownian motion
  • reinforcement learning
  • additive gaussian noise
  • closed form
  • noisy images