Event Type:

Applied Mathematics and Computation Seminar

Date/Time:

Friday, November 16, 2012 - 04:30

Location:

GLK 113

Event Link:

Abstract:

Integral representations provide a useful framework for study and simulation of fractional Brownian motion, which has been used in modeling of many natural situations. In this talk we discuss a method for extending an integral representation of fractional Brownian motion that is supported on a bounded interval of R to integral representations that are supported on bounded subsets of R^d.