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Filtering by: Creator Celia, M. A. Remove constraint Creator: Celia, M. A. Committee Member Nguyen, Thinh Remove constraint Committee Member: Nguyen, Thinh Committee Member Finch, David V. Remove constraint Committee Member: Finch, David V. Degree Field Mathematics Remove constraint Degree Field: Mathematics

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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
    Full Text:
    E(g(X)). Note that E(g(X)) exists if, for i = 1, . . . ,m, E(gi(X)) < ∞. If X is a real-valued