Super fractional Brownian motion, fractional super Brownian motion and related self-similar (super) processes

DOI10.1214/aop/1176988287zbMath0841.60068OpenAlexW2019970212MaRDI QIDQ1897159

Robert J. Adler, Gennady Samorodnitsky

Publication date: 18 July 1996

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176988287

zbMATH Keywords

fractional Brownian motionhistorical process of a Brownian motionsystems of noninteracting particles undergoing critical branching

Mathematics Subject Classification ID

Sample path properties (60G17) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Self-similar stochastic processes (60G18) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Functional limit theorems; invariance principles (60F17)

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