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A Novel Study Based on Shifted Jacobi Polynomials to Find the Numerical Solutions of Nonlinear Stochastic Differential Equations Driven by Fractional Brownian Motion.
P. K. Singh
Santanu Saha Ray
Published in:
Comput. Methods Appl. Math. (2023)
Keyphrases
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stochastic differential equations
fractional brownian motion
numerical solution
low order
long range
computer vision
object recognition
multiresolution
higher order
maximum likelihood
markov chain
partial differential equations
financial markets
maximum a posteriori estimation