Stochastic analysis and approximation of fractional diffusion

McVinish, Ross Stewart (2002) Stochastic analysis and approximation of fractional diffusion. PhD thesis, Queensland University of Technology.

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ID Code: 37122
Item Type: QUT Thesis (PhD)
Additional Information: Presented to the Centre in Statistical Science and Industrial Mathematics, School of Mathematical Sciences, Queensland University of Technology.
Keywords: 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
Institution: Queensland University of Technology
Copyright Owner: Copyright Ross Stewart McVinish
Deposited On: 22 Sep 2010 13:07
Last Modified: 25 Aug 2016 06:00

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