Fractional Lévy processes

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School of Science | Licentiate thesis
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Date
2010
Major/Subject
Matematiikka
Mcode
Mat-1
Degree programme
Language
en
Pages
73
Series
Description
Supervisor
Valkeila, Esko
Thesis advisor
Valkeila, Esko
Keywords
fractional Lévy process, fraktionaalinen Lévy-prosessi, fractional Brownian motion, fraktionaalinen Brownin liike, Mandelbrot-Van Ness transformation, Mandelbrot-Van Ness -muunnos, Molchan-Golosov transformation, Molchan-Golosov -muunnos
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