Numerical method for singular drift stochastic differential equation driven by fractional Brownian motion.
Hao ZhouYaozhong HuJingjun ZhaoPublished in: J. Comput. Appl. Math. (2024)
Keyphrases
- fractional brownian motion
- numerical methods
- long range
- stochastic differential equations
- non stationary
- fractal dimension
- differential equations
- random fields
- financial markets
- level set method
- partial differential equations
- conditional random fields
- mathematical model
- pairwise
- maximum a posteriori estimation
- texture analysis
- natural images
- decision support system
- information extraction