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Mathematical and numerical framework for fractional Brownian motion

dc.rights.licenseCC-BY-NC-ND
dc.contributor.advisorBen Hammouda, Chiheb
dc.contributor.authorManen, Luuk van
dc.date.accessioned2025-08-12T15:00:44Z
dc.date.available2025-08-12T15:00:44Z
dc.date.issued2025
dc.identifier.urihttps://studenttheses.uu.nl/handle/20.500.12932/49693
dc.description.sponsorshipUtrecht University
dc.language.isoEN
dc.subjectThe fractional Brownian motion (fBm) extends the standard Brownian motion by introducing some dependence between non-overlapping increments to account for short-range dependent and long-range dependent phenomena in various fields, including physics, biology, and financial mathematics. In this project, we aim to study the mathematical properties and simulation schemes of the fractional Brownian motion.
dc.titleMathematical and numerical framework for fractional Brownian motion
dc.type.contentBachelor Thesis
dc.rights.accessrightsOpen Access
dc.subject.courseuuWiskunde & Toepassingen
dc.thesis.id51254


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