Numerical scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion.
Shuaibin GaoQian GuoZhuoqi LiuChenggui YuanPublished in: CoRR (2024)
Keyphrases
- generative model
- numerical scheme
- fractional brownian motion
- long range
- stochastic differential equations
- non stationary
- partial differential equations
- finite difference
- fractal dimension
- anisotropic diffusion
- numerical solution
- level set
- color image processing
- variational methods
- energy functional
- random fields
- mathematical model
- long range dependence
- financial markets
- prior knowledge
- stochastic processes
- pairwise
- lie group
- markov random field
- similarity measure