Implicit Euler approximation of stochastic evolution equations with fractional Brownian motion.
Minoo KamraniNahid JamshidiPublished in: Commun. Nonlinear Sci. Numer. Simul. (2017)
Keyphrases
- fractional brownian motion
- stochastic differential equations
- long range
- non stationary
- fractal dimension
- long range dependence
- random fields
- brownian motion
- evolution equation
- financial markets
- maximum a posteriori estimation
- level set
- differential equations
- partial differential equations
- conditional random fields
- stochastic process
- mathematical model
- energy function
- energy functional
- markov random field
- higher order
- probabilistic model