Ergodicity and bifurcations for stochastic logistic equation with non-Gaussian Lévy noise.
Zaitang HuangJunfei CaoPublished in: Appl. Math. Comput. (2018)
Keyphrases
- non stationary
- fractional brownian motion
- chaos theory
- markov processes
- noise model
- noisy data
- logistic regression
- markov chain
- random noise
- monte carlo
- signal to noise ratio
- noise reduction
- noise level
- additive noise
- missing data
- gaussian distribution
- noise removal
- heavy tailed
- heavy tails
- image noise
- data sets
- blind source separation
- gaussian noise
- image enhancement
- high dimensional data
- hidden markov models
- bayesian networks
- neural network