Numerical Algorithms for Forward-Backward Stochastic Differential Equations.
G. N. MilsteinMichael V. TretyakovPublished in: SIAM J. Sci. Comput. (2006)
Keyphrases
- numerical algorithms
- forward backward
- stochastic differential equations
- maximum a posteriori estimation
- brownian motion
- partial differential equations
- hidden markov models
- fractional brownian motion
- additive gaussian noise
- fourth order
- differential equations
- image recovery
- anisotropic diffusion
- queue length
- stochastic process
- poisson process
- diffusion process
- stochastic processes
- image analysis
- long range
- noise level
- gaussian distribution
- noisy images
- image denoising
- probability distribution
- cost function