Event Detail

Event Type: 
Ph.D.Defense
Date/Time: 
Wednesday, March 13, 2013 - 03:00
Location: 
Valley Library, Room 1420

Speaker Info

Abstract: 

This thesis presents some new integral and series representations for fractional Brownian motion on R^d.  The integral representations give fractional Brownian motion as integrals of compactly supported kernels with respect to white noise.  These in turn can be used to give new series representations of fractional Brownian motion.