Random Dynamical Systems for Stochastic Evolution Equations Driven by Multiplicative Fractional Brownian Noise with Hurst Parameters H ∈ (1/3, 1/2].
María J. Garrido-AtienzaKening LuBjörn SchmalfussPublished in: SIAM J. Appl. Dyn. Syst. (2016)
Keyphrases
- dynamical systems
- differential equations
- brownian motion
- nonlinear dynamics
- linear dynamical systems
- linear quadratic
- state space
- nonlinear dynamical systems
- stochastic processes
- monte carlo
- noise level
- partial differential equations
- random fields
- stochastic model
- predictive state representations
- image enhancement
- parameter estimation
- higher order