Login / Signup
A class of second-order McKean-Vlasov stochastic evolution equations driven by fractional Brownian motion and Poisson jumps.
Mark A. McKibben
Micah Webster
Published in:
Comput. Math. Appl. (2020)
Keyphrases
</>
fractional brownian motion
long range
non stationary
fractal dimension
random fields
long range dependence
financial markets
conditional random fields
stochastic differential equations
higher order
level set
markov chain
energy functional
information extraction
mathematical model
partial differential equations