Fractional Moments of Solutions to Stochastic Recurrence Equations.
Thomas MikoschGennady SamorodnitskyLaleh TafakoriPublished in: J. Appl. Probab. (2013)
Keyphrases
- stochastic differential equations
- polynomial equations
- boundary value problem
- mathematical model
- maximum a posteriori estimation
- neural network
- approximation schemes
- stochastic processes
- benchmark problems
- linear equations
- stochastic process
- learning automata
- brownian motion
- differential equations
- fractional brownian motion
- optimal solution
- real time