Approximation of Lyapunov Exponents of Nonlinear Stochastic Differential Equations.
Axel GrorudDenis TalayPublished in: SIAM J. Appl. Math. (1996)
Keyphrases
- stochastic differential equations
- lyapunov exponents
- nonlinear dynamics
- dynamical systems
- maximum a posteriori estimation
- chaotic dynamics
- brownian motion
- additive gaussian noise
- fractional brownian motion
- neural network
- closed form
- differential equations
- closed form solutions
- queueing networks
- long range
- sufficient conditions
- wavelet transform
- feature space
- image processing