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Random attractors for Stochastic Equations Driven by a fractional Brownian Motion.
María J. Garrido-Atienza
B. Maslowski
Björn Schmalfuß
Published in:
Int. J. Bifurc. Chaos (2010)
Keyphrases
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fractional brownian motion
stochastic differential equations
long range
non stationary
fractal dimension
mathematical model
random fields
financial markets
long range dependence
brownian motion
maximum a posteriori estimation
conditional random fields
computer vision
differential equations
higher order