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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|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:||09 Feb 2011 13:55|
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