Some Aspects of fractional Brownian motion

主讲人：闫理坦  东华大学教授

时间：2021年11月25日9：00

地点：腾讯会议 571 332 431

举办单位：数理学院

内容介绍：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.