Functional differential equations driven by a fractional Brownian motion.
Brahim BoufoussiSalah HajjiPublished in: Comput. Math. Appl. (2011)
Keyphrases
- differential equations
- fractional brownian motion
- long range
- non stationary
- dynamical systems
- long range dependence
- fractal dimension
- ordinary differential equations
- financial markets
- brownian motion
- random fields
- numerical methods
- stochastic differential equations
- numerical solution
- partial differential equations
- boundary value problem
- difference equations
- reinforcement learning
- computer vision
- probabilistic model
- mathematical model
- object recognition
- network traffic
- runge kutta