A numerical scheme for stochastic differential equations with distributional drift.

Tiziano De Angelis Maximilien Germain Elena Issoglio

Published in: CoRR (2019)

Keyphrases

numerical scheme
stochastic differential equations
maximum a posteriori estimation
partial differential equations
brownian motion
anisotropic diffusion
level set
finite difference
diffusion process
variational methods
differential equations
energy functional
multiscale
optical flow
active contours
vector valued