Piecewise fractional Brownian motion.

Emmanuel Perrin Rachid Harba Ileana Iribarren Rachid Jennane

Published in: IEEE Trans. Signal Process. (2005)

Keyphrases

fractional brownian motion
long range
non stationary
long range dependence
fractal dimension
random fields
financial markets
network traffic
stochastic differential equations
conditional random fields
image processing
feature space
image analysis
mathematical model