Anisotropic fractional Brownian random fields as white noise functionals

DOI10.1007/s10255-005-0272-5zbMath1101.60050OpenAlexW2069330909MaRDI QIDQ2508059

Chujin Li, Zhi Yuan Huang

Publication date: 9 October 2006

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-005-0272-5

zbMATH Keywords

fractional Brownian motionRiesz polypotential, anisotropic fields

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) White noise theory (60H40) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (3)

Stochastic calculus for fractional Lévy processes ⋮ Fractional generalized Lévy random fields as white noise functionals ⋮ GENERALIZED FRACTIONAL LÉVY PROCESSES: A WHITE NOISE APPROACH

Cites Work

• Representation of linearly additive random fields
• On fractional Brownian processes
• Fractional Brownian sheet
• Fractional Brownian motion and sheet as white noise functionals
• General Fractional Multiparameter White Noise Theory and Stochastic Partial Differential Equations
• Representation of Euclidean Random Field
• Integral-geometric construction of self-similar stable processes
• Fractional Brownian Motions, Fractional Noises and Applications
• Heat equations with fractional white noise potentials
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