Dirichlet Brownian Motions

• 作者: Hafedh Faires
• 来源期刊: 统计学期刊(英文)
• 学科: 数学
• 关键词: BAYESIAN Model BROWNIAN Motion EXCHANGEABILITY GAUSSIAN MIXTURES
• 年，卷（期）: 2014,（11）
• 页码范围: 902-911
• 页数: 10页
• 分类号: O1

摘要

In this work we introduce a Brownian motion in random environment which is a Brownian constructions by an exchangeable sequence based on Dirichlet processes samples. We next compute a stochastic calculus and an estimation of the parameters is computed in order to classify a functional data.