Forward and backward filtering based on backward stochastic differential equations

DOI10.3934/IPI.2016002MaRDI QIDQ326375zbMATH OpenOpenAlexFDO

Authors Dariusz Borkowski

Publication date 12 October 2016

Published in Inverse Problems and Imaging (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3934/ipi.2016002

zbMATH Keywords

inverse problemstochastic processesbackward stochastic differential equationsimage denoisingimage reconstruction

Mathematics Subject Classification ID

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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Cites work

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• Stochastic differential equations with reflecting boundary condition in convex regions
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• Zero-sum stochastic differential games and backward equations

Cited in

(3)

• Second order approximation to stochastic differential equations for backward processes and Gaussian distributions
• Nonlinear filtering for image restoration
• Initial state reconstruction on graphs

Describes a project that uses

Uses Software

• BM3D
• tvreg

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