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Non-instantaneous impulsive Hilfer-Katugampola fractional stochastic differential equations with fractional Brownian motion and Poisson jumps.
A. M. Sayed Ahmed
Hamdy M. Ahmed
Published in:
J. Control. Decis. (2024)
Keyphrases
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fractional brownian motion
stochastic differential equations
long range
non stationary
fractal dimension
financial markets
markov chain
random fields
noise reduction
long term
image processing
probabilistic model
stock market
texture analysis
gaussian process