Continuity with respect to the Hurst parameter of solutions to stochastic evolution equations driven by H-valued fractional Brownian motion.
Nguyen Huy TuanTomás CaraballoTran Ngoc ThachPublished in: Appl. Math. Lett. (2023)
Keyphrases
- fractional brownian motion
- non stationary
- long range
- stochastic differential equations
- fractal dimension
- random fields
- long range dependence
- financial markets
- conditional random fields
- curve evolution
- machine learning
- mathematical model
- higher order
- parameter estimation
- image intensity
- co occurrence
- hidden markov models
- pairwise
- computer vision