Accession Number : ADA332960

Title :   Research in Stochastic Processes and their Applications.

Descriptive Note : Final rept. 1995-1997,

Corporate Author : NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES

Personal Author(s) : Kallianpur, Gopinath ; Dasgupta, Amites

PDF Url : ADA332960

Report Date : 31 MAR 1997

Pagination or Media Count : 6

Abstract : During the project period, Ph.D. student Amites Dasgupta has been investigating "Fractional Brownian Motion: its Properties and Applications to Stochastic Integration".

Descriptors :   *STOCHASTIC PROCESSES, *BROWNIAN MOTION, MATHEMATICAL ANALYSIS, DIFFERENTIAL EQUATIONS, APPLIED MATHEMATICS, FUNCTIONS(MATHEMATICS).

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE