Strong approximation for fractional wave equation forced by fractional Brownian motion with Hurst parameter H∈(0,12).

Published in: J. Comput. Appl. Math. (2023)

Keyphrases

fractional brownian motion
wave equation
long range
non stationary
stochastic differential equations
fractal dimension
financial markets
long range dependence
hamilton jacobi
mathematical model
feature extraction
image analysis
long term
maximum likelihood
endpoints
stock price