About stabilization by Poisson's jumps for stochastic differential equations.
Leonid E. ShaikhetPublished in: Appl. Math. Lett. (2024)
Keyphrases
- stochastic differential equations
- fractional brownian motion
- brownian motion
- poisson process
- long range
- non stationary
- fractal dimension
- maximum a posteriori estimation
- markov chain
- financial markets
- random fields
- arrival rate
- closed form
- image segmentation
- conditional random fields
- differential equations
- mathematical model
- parameter estimation
- probability distribution
- special case