A fractional Brownian field indexed by \(L^2\) and a varying Hurst parameter

DOI10.1016/j.spa.2014.11.003zbMath1319.60111arXiv1312.6069OpenAlexW2073007567MaRDI QIDQ2258830

Alexandre Richard

Publication date: 27 February 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.6069

zbMATH Keywords

abstract Wiener spacesGaussian measuresset-indexed processesGaussian fieldsfractional Brownian fieldmultiparameter processessample path propertiesLévy fractional Brownian motions

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Random fields (60G60) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Related Items (4)

Some singular sample path properties of a multiparameter fractional Brownian motion ⋮ Sample Paths Properties of the Set-Indexed Fractional Brownian Motion ⋮ Local Hölder regularity for set-indexed processes ⋮ Stable processes with stationary increments parameterized by metric spaces

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