Event Detail

Event Type: 
Applied Mathematics and Computation Seminar
Date/Time: 
Friday, November 16, 2012 - 04:30
Location: 
GLK 113
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.