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Filtering by: Academic Affiliation Mathematics Remove constraint Academic Affiliation: Mathematics Committee Member Finch, David V. Remove constraint Committee Member: Finch, David V. License All rights reserved Remove constraint License: All rights reserved Subject Brownian motion processes Remove constraint Subject: Brownian motion processes

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  • Representations of fractional Brownian motion

    Creator:
    Wichitsongkram, Noppadon
    Abstract:
    Integral representations provide a useful framework of study and simulation of fractional Browian motion, which has been used in modeling of many natural situations. In this thesis we extend an integral representation of fractional Brownian motion that is supported on a bounded interval of ℝ to integral representation that is...
    Resource Type:
    Dissertation