Numerical Solutions of Stochastic Differential Equations (Kloeden, P.K. and Platen, E.; 2008) [Book reviews].
Francesco GianfeliciPublished in: IEEE Trans. Neural Networks (2008)
Keyphrases
- numerical solution
- stochastic differential equations
- brownian motion
- differential equations
- maximum a posteriori estimation
- partial differential equations
- additive gaussian noise
- dynamical systems
- finite element
- fractional brownian motion
- numerical methods
- ordinary differential equations
- exact solution
- stochastic process
- image processing
- gaussian distribution
- maximum likelihood
- denoising
- feature extraction