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...
If P is an integer polynomial denote the degree of P by ∂(P) and let H(P) be the maximum of the absolute value of the coefficients of P. Define Λ(P)=2[superscript ∂(P)]H(P) and for a fixed prime p let C[subscript p] denote the completion of the algebraic closure of the p-adic...