Studies on Fractional Brownian Motion: Its Representations and Properties
碩士 === 國立中央大學 === 數學研究所 === 97 === In this thesis, we discuss the representations of fractional Brownian motion (fBm) and properties of fBm. We name it “fractional” because the kernels can be represented by fractional calculus. My thesis has three contributions. First, we show some properties about...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/47ndem |