Semilinear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion.
Tyrone E. DuncanB. MaslowskiBozenna Pasik-DuncanPublished in: SIAM J. Math. Anal. (2009)
Keyphrases
- fractional brownian motion
- hilbert space
- stochastic differential equations
- long range
- non stationary
- von neumann
- fractal dimension
- mathematical model
- infinite dimensional
- random fields
- financial markets
- finite dimensional
- convex sets
- scale spaces
- multivariate time series
- euclidean space
- continuous functions
- conditional random fields
- differential equations
- higher dimensional
- reproducing kernel hilbert space
- stock price
- machine learning
- kernel function
- maximum entropy
- maximum likelihood
- least squares
- image analysis
- face recognition