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The covariance structure of multifractional Brownian motion, with application to long range dependence.
Antoine Ayache
Serge Cohen
Jacques Lévy Véhel
Published in:
ICASSP (2000)
Keyphrases
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brownian motion
differential equations
stochastic process
stochastic processes
optimal control
diffusion process
heavy traffic
vector valued
poisson process
closed form solutions
pairwise
image features
supply chain
markov chain
terrain modeling