Dirichlet Brownian Motions

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Author(s)    

Hafedh Faires

Affiliation(s)

Department of Mathematics and Statistics, Al Imam Mohammad Ibn Saud Islamic University (IMSIU), Riyadh, KSA.

ABSTRACT

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

KEYWORDS

Bayesian Model, Brownian Motion, Exchangeability, Gaussian Mixtures

Cite this paper

Faires, H. (2014) Dirichlet Brownian Motions. Open Journal of Statistics, 4, 902-911. doi: 10.4236/ojs.2014.411085.

 

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