A fractional stochastic evolution equation driven by fractional Brownian motion.
Vo V. AnhWilfried GreckschPublished in: Monte Carlo Methods Appl. (2003)
Keyphrases
- fractional brownian motion
- stochastic differential equations
- long range
- non stationary
- fractal dimension
- evolution equation
- long range dependence
- financial markets
- random fields
- level set
- conditional random fields
- mathematical model
- active contours
- pairwise
- brownian motion
- maximum a posteriori estimation
- maximum entropy
- energy minimization
- energy functional
- higher order
- probabilistic model