Stationarity and self-similarity characterization of the set-indexed fractional Brownian motion

DOI10.1007/s10959-008-0180-8zbMath1197.60040arXiv0706.3472OpenAlexW2020834060MaRDI QIDQ1047156

Erick Herbin, Ely Merzbach

Publication date: 4 January 2010

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0706.3472

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Self-similar stochastic processes (60G18)

Related Items (3)

An increment-type set-indexed Markov property ⋮ Sample Paths Properties of the Set-Indexed Fractional Brownian Motion ⋮ Local Hölder regularity for set-indexed processes

Cites Work

• Unnamed Item
• A characterization of the set-indexed fractional Brownian motion by increasing paths
• A set-indexed fractional Brownian motion
• Mixed fractional Brownian motion
• Local times of fractional Brownian sheets
• Spherical and hyperbolic fractional Brownian motion
• Sample path properties of bifractional Brownian motion
• Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter \(H \in (0,\frac {1}{2})\)

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