On the simulation of sub-fractional Brownian motion.

Aneta Morozewicz Darya V. Filatova

Published in: MMAR (2015)

Keyphrases

fractional brownian motion
long range
non stationary
fractal dimension
hidden markov models
mathematical model
information retrieval
decision making
image processing
prior knowledge
project management
random fields
stochastic differential equations
long range dependence