Research in Stochastic Processes and their Applications.
Abstract
During the project period, Ph.D. student Amites Dasgupta has been investigating "Fractional Brownian Motion: its Properties and Applications to Stochastic Integration".
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 31, 1997
- Accession Number
- ADA332960
Entities
People
- Amites Dasgupta
- Gopinath Kallianpur
Organizations
- University of North Carolina at Chapel Hill