EVENT DETAILS AND ABSTRACT

Analysis and Probability Seminar

Title: Integral Representation of Fractional Brownian Motion
Speaker: Elton P. Hsu
Speaker Info: Northwestern University
Brief Description:
Special Note:
Abstract:

We give a well motivated derivation of an integral representation of a fractional Brownian motion.
Date: Monday, November 10, 2008
Time: 4:10pm
Where: Lunt 105
Contact Person: Prof. Elton P. Hsu
Contact email: ehsu@math.northwestern.edu
Contact Phone: 847-491-8541
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