Forward and backward filtering based on backward stochastic differential equations
DOI10.3934/IPI.2016002zbMATH Open1395.94024OpenAlexW2394673324MaRDI QIDQ326375FDOQ326375
Publication date: 12 October 2016
Published in: Inverse Problems and Imaging (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/ipi.2016002
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Image processing (compression, reconstruction, etc.) in information and communication theory (94A08) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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