Some Solutions of Semilinear Stochastic Equations in a Hilbert Space With a Fractional Brownian Motion.
Tyrone E. DuncanBohdan MaslowskiBozenna Pasik-DuncanPublished in: CDC (2006)
Keyphrases
- stochastic differential equations
- fractional brownian motion
- hilbert space
- long range
- non stationary
- brownian motion
- fractal dimension
- random fields
- financial markets
- euclidean space
- mathematical model
- von neumann
- kernel function
- finite dimensional
- data points
- feature maps
- support vector
- multivariate time series
- image processing
- feature extraction
- bayesian networks
- infinite dimensional
- continuous functions
- scale spaces
- vector valued
- numerical solution
- machine learning
- feature space
- differential equations