Yalcin Sarol

MathSciNet

Ph.D. Purdue University 2005 UnitedStates
Dissertation: Applications of the Gaussian Stochastic Analysis of Fractional Brownian Noise to Regularity of Stochastic Heat Equations and to Portfolio Optimization
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor: Frederi G. Viens

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