Ralchenko K. Path properties and smooth approximations of fractional and multifractional processes and fields

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0411U007443

Thesis Registration Form

0411U007443.pdf

Applicant for

Specialization

  • 01.01.05 - Теорія ймовірностей і математична статистика

20-12-2011

Specialized Academic Board

Д 26.001.37

Taras Shevchenko National University of Kyiv

Essay

In the thesis fractional Brownian motion, fractional Brownian sheet and their generalizations such as multifractional motions and fields are studied. For these processes, some path properties such as continuity and Hоlder continuity are investigated. Approximations by absolutely continuous processes are constructed. Stochastic differential equations with fractional and multifractional processes are also considered.

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Files

Diser_Ralchenko.pdf

aref.doc

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