A variable step-size control algorithm for the weak approximation of stochastic differential equations.
Ali ValinejadSeyed Mohammad HosseiniPublished in: Numer. Algorithms (2010)
Keyphrases
- control algorithm
- stochastic differential equations
- variable step size
- control system
- step size
- control strategy
- convergence rate
- brownian motion
- convergence speed
- blind source separation
- maximum a posteriori estimation
- closed form
- cost function
- bit rate
- image enhancement
- optimal control
- image features
- queueing networks
- neural network