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zbMath1227.60047MaRDI QIDQ3078267

Serge Cohen

Publication date: 18 February 2011

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

fractional Brownian motion self-similarity random fields stationary processes reproducing kernel Hilbert space Karhunen-Loeve expansion harmonizable representation multi-fractional Brownian motion

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) Self-similar stochastic processes (60G18) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22)

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