A Family of Series Representations of the Multiparameter Fractional Brownian Motion

DOI10.1007/978-3-0348-0021-1_14zbMath1247.60052arXiv0804.4076OpenAlexW1530308246MaRDI QIDQ2904879

Anatoliy Malyarenko

Publication date: 24 August 2012

Published in: Seminar on Stochastic Analysis, Random Fields and Applications VI (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0804.4076

zbMATH Keywords

series representationMeijer \(G\)-functionmultiparameter fractional Brownian motion

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Hypergeometric integrals and functions defined by them ((E), (G), (H) and (I) functions) (33C60)

Cites Work

• An optimal series expansion of the multiparameter fractional Brownian motion
• Stochastic integration with respect to Volterra processes
• Fractional Brownian Motions, Fractional Noises and Applications
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A Family of Series Representations of the Multiparameter Fractional Brownian Motion