Stochastic analysis and approximation of fractional diffusion
| Data(s) |
2002
|
|---|---|
| Identificador | |
| Publicador |
Queensland University of Technology |
| Relação |
McVinish, Ross Stewart (2002) Stochastic analysis and approximation of fractional diffusion. PhD thesis, Queensland University of Technology. |
| Direitos |
Copyright Ross Stewart McVinish |
| Palavras-Chave | #Stochastic analysis #Stochastic differential equations #long range dependence #fractional Brownian motion #fractiona; Riesz-Bessel motion #fractional differential equations #multifractality #Lévy motion #fractional diffusion #Riesz potential #Bessel potential #simulation #thesis #doctoral |
| Tipo |
Thesis |
