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Some Aspects of fractional Brownian motion

發(fā)布者:文明辦發(fā)布時(shí)間:2021-11-23瀏覽次數(shù):667

  

主講人:閆理坦  東華大學(xué)教授

  

時(shí)間:2021年11月25日9:00

  

地點(diǎn):騰訊會(huì)議 571 332 431

  

舉辦單位:數(shù)理學(xué)院

    

內(nèi)容介紹:Let B^H be a fractional Brownian motion with Hurst index H in (0,1). In this talk, we present some recent results on fractional Brownian motion. Some of the interesting problems include the forward Wick-Ito integral and long time behaviors of the self-interacting diffusions.