Você está aqui: Entrada Eventos Seminários do GFM Self-repelling fractional Brownian motion
Acções do Documento

Self-repelling fractional Brownian motion

Seminário do GFM
IIIUL, Sala B1-01
2013-10-04 15:30 .. 16:30
Adicionar evento ao calendário:   vCal    iCal

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.