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Successive approximation to solutions of stochastic differential equations with jumps in local non-Lipschitz conditions.
Lasheng Wang
Tao Cheng
Qimin Zhang
Published in:
Appl. Math. Comput. (2013)
Keyphrases
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stochastic differential equations
successive approximation
maximum a posteriori estimation
brownian motion
additive gaussian noise
computer vision
markov chain
vector quantization
reinforcement learning
optimal solution
approximation methods