Read full paper at: http://www.scirp.org/journal/PaperInformation.aspx?PaperID=52716#.VKH_3cCAM4 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 ...
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