Error Distribution for One-Dimensional Stochastic Differential Equation Driven By Fractional Brownian Motion.

Published in: CoRR (2023)

Keyphrases

fractional brownian motion
long range
non stationary
stochastic differential equations
fractal dimension
long range dependence
random fields
financial markets
random variables
maximum a posteriori estimation
conditional random fields
maximum entropy
gaussian distribution
noisy images