Viability for stochastic functional differential equations in Hilbert spaces driven by fractional Brownian motion.
Liping XuJiaowan LuoPublished in: Appl. Math. Comput. (2019)
Keyphrases
- differential equations
- fractional brownian motion
- hilbert spaces
- long range
- non stationary
- hilbert space
- continuous functions
- fractal dimension
- financial markets
- brownian motion
- dynamical systems
- random fields
- variational inequalities
- numerical methods
- numerical solution
- finite dimensional
- image analysis
- pattern recognition
- model selection
- similarity measure
- image processing
- partial differential equations
- mathematical model
- multiresolution
- artificial neural networks