Numerical methods for the two-dimensional Fokker-Planck equation governing the probability density function of the tempered fractional Brownian motion.
Xing LiuWeihua DengPublished in: Numer. Algorithms (2020)
Keyphrases
- probability density function
- numerical methods
- fractional brownian motion
- long range
- non stationary
- differential equations
- partial differential equations
- probability distribution
- financial markets
- random fields
- statistical methods
- probability density
- mixture model
- gaussian mixture model
- bayesian framework
- computer vision
- em algorithm
- level set
- stock market
- spherical harmonics
- distance function
- expectation maximization
- low dimensional
- mutual information
- image processing