TITLE:
Dirichlet Brownian Motions
AUTHORS:
Hafedh Faires
KEYWORDS:
Bayesian Model, Brownian Motion, Exchangeability, Gaussian Mixtures
JOURNAL NAME:
Open Journal of Statistics,
Vol.4 No.11,
December
29,
2014
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.