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Averaging Principle for Caputo Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion with Delays.
Pengju Duan
Hao Li
Jie Li
Pei Zhang
Published in:
Complex. (2021)
Keyphrases
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stochastic differential equations
fractional brownian motion
long range
non stationary
maximum a posteriori estimation
fractal dimension
random fields
long range dependence
financial markets
brownian motion
conditional random fields
additive gaussian noise
mathematical model
bayesian networks
least squares