Bayesian inference for fractional Oscillating Brownian motion.
Héctor ArayaMeryem SlaouiSoledad TorresPublished in: Comput. Stat. (2022)
Keyphrases
- bayesian inference
- brownian motion
- stochastic differential equations
- differential equations
- stochastic process
- diffusion process
- optimal control
- probabilistic model
- stochastic processes
- prior information
- poisson process
- hyperparameters
- vector valued
- heavy traffic
- closed form solutions
- queue length
- prior distribution
- heavy tailed
- queueing networks
- steady state
- higher order