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The averaging principle for stochastic differential equations with Caputo fractional derivative.
Wenjing Xu
Wei Xu
Shuo Zhang
Published in:
Appl. Math. Lett. (2019)
Keyphrases
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stochastic differential equations
maximum a posteriori estimation
brownian motion
fractional brownian motion
additive gaussian noise
stochastic process
differential equations
non stationary
image denoising
optimal control
stochastic processes
long range
diffusion process
zero crossing