Representations of fractional Brownian motion Public Deposited

http://ir.library.oregonstate.edu/concern/graduate_thesis_or_dissertations/9s161942c

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  • 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 supported on bounded subset of ℝ[superscript d]. These in turn can be used to give new series representations of fractional Brownian motion.
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