Spatial convergence for semi-linear backward stochastic differential equations in Hilbert space: a mild approach.
Hani AbidiRoger PetterssonPublished in: Comput. Appl. Math. (2020)
Keyphrases
- hilbert space
- stochastic differential equations
- maximum a posteriori estimation
- von neumann
- infinite dimensional
- brownian motion
- finite dimensional
- multivariate time series
- euclidean space
- convex sets
- additive gaussian noise
- fractional brownian motion
- scale spaces
- input space
- differential equations
- kernel function
- pairwise
- vector valued
- reproducing kernel hilbert space
- long range
- gaussian distribution
- density estimation
- gaussian mixture model
- non stationary