Self-repelling fractional Brownian motion
IIIUL, Room B1-01
2013-10-04 15:30 2013-10-04 16:30 2013-10-04 15:30 .. 16:30
by Maria João Oliveira (Universidade Aberta/CMAF)
Mathematically, self-repulsion can be modelled using the self-intersection local time of the Brownian motion (Varadhan, Westwater). Here we extend the model to fractional Brownian motions and present an application of this extension to the study of chain polymers modeled by fractional Brownian motion paths.