Nonlinear fractional stochastic PDEs and BDSDEs with Hurst parameter in (1/2, 1).
Shuai JingPublished in: Syst. Control. Lett. (2012)
Keyphrases
- diffusion equation
- fractional order
- feed forward artificial neural networks
- partial differential equations
- artificial neural networks
- stochastic differential equations
- differential equations
- parameter values
- nonlinear diffusion
- monte carlo
- difference equations
- numerical solution
- stochastic optimization
- simple linear
- stochastic model
- level set
- input parameters
- transfer function
- gaussian kernel
- anisotropic diffusion
- highly nonlinear
- parameter settings
- image denoising
- hurst exponent
- image processing
- energy functional
- high order
- shock filter