Selected topics in the generalized mixed set-indexed fractional Brownian motion

DOI10.1007/s10959-021-01077-6zbMath1496.60032OpenAlexW3134300943MaRDI QIDQ2042040

Arthur Yosef

Publication date: 26 July 2021

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

Full work available at URL: https://doi.org/10.1007/s10959-021-01077-6

zbMATH Keywords

fractional Brownian motionset-indexed fractional Brownian motion

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22)

Cites Work

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• Exact asymptotics for a queue with fractional Brownian input and applications in ATM networks
• From almost sure local regularity to almost sure Hausdorff dimension for Gaussian fields
• The Multiparameter Fractional Brownian Motion
• About non-differentiable functions

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