Login / Signup
Numerical approximation of SDEs driven by fractional Brownian motion for all H∈(0, 1) using WIS integration.
Utku Erdogan
Gabriel J. Lord
Roy B. Schieven
Published in:
CoRR (2024)
Keyphrases
</>
fractional brownian motion
long range
stochastic differential equations
non stationary
fractal dimension
web information systems
long range dependence
random fields
queueing networks
financial markets
pattern recognition
long term
computer vision
information systems
similarity measure
hidden markov models