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Discrete Gradient Approach to Stochastic Differential Equations with a Conserved Quantity.

Jialin HongShuxing ZhaiJingjing Zhang
Published in: SIAM J. Numer. Anal. (2011)
Keyphrases
  • stochastic differential equations
  • maximum a posteriori estimation
  • brownian motion
  • denoising
  • non stationary
  • additive gaussian noise
  • fractional brownian motion