Mean-Field Backward Stochastic Volterra Integral Equations
Yufeng ShiTianxiao WangJiongmin YongPublished in: CoRR (2011)
Keyphrases
- stochastic differential equations
- forward and backward
- maximum a posteriori estimation
- least squares
- integral equation
- monte carlo
- brownian motion
- markov random field
- bayesian inference
- statistical mechanics
- higher order statistics
- continuous time bayesian networks
- bi directional
- stochastic process
- markov processes
- linear systems
- markov networks
- belief networks
- fractional brownian motion
- pairwise
- linear equations
- closed form
- stochastic model
- numerical solution
- mathematical model