Fractional Brownian motion via fractional Laplacian

DOI10.1016/S0167-7152(99)00014-0zbMath0941.60067MaRDI QIDQ1962168

Tomasz Bojdecki, Louis G. Gorostiza

Publication date: 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motionfractional Laplacian

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Positive definite functions on groups, semigroups, etc. (43A35)

Related Items (9)

On the a.s. convergence of certain random series to a fractional random field in \(\mathcal D'(\mathbb R^{d})\) ⋮ The initial value problem for the equations of motion of fractional compressible viscous fluids ⋮ Unnamed Item ⋮ Dynamics of the 3-D fractional complex Ginzburg-Landau equation ⋮ Exact formulas for the normalizing constants of Wishart distributions for graphical models ⋮ Fourier spectral approximations to the dynamics of 3D fractional complex Ginzburg-Landau equation ⋮ Sub-fractional Brownian motion and its relation to occupation times ⋮ Fractional SUPG finite element formulation for multi-dimensional fractional advection diffusion equations ⋮ Multiplicity and Hölder regularity of solutions for a nonlocal elliptic PDE involving singularity

Cites Work

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• Lectures on stochastic processes. Notes by K. Muralidhara Rao. Reissued ed
• Certain Positive-Definite Kernels

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