Controllability of impulsive neutral stochastic differential equations with fractional Brownian motion.

Published in: IMA J. Math. Control. Inf. (2015)

Keyphrases

stochastic differential equations
fractional brownian motion
long range
non stationary
fractal dimension
long range dependence
random fields
noise reduction
financial markets
maximum a posteriori estimation
mathematical model
brownian motion
pairwise
markov random field
optimal control