Sign in
Analytical Solutions for Multi-Time Scale Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion and Their Applications.
Xiao-Li Ding
Juan J. Nieto
Published in:
Entropy (2018)
Keyphrases
</>
stochastic differential equations
fractional brownian motion
long range
non stationary
maximum a posteriori estimation
brownian motion
fractal dimension
random fields
financial markets
additive gaussian noise
long range dependence
stochastic process
markov random field
conditional random fields