Sample Paths Properties of the Set-Indexed Fractional Brownian Motion
DOI10.1007/978-3-030-32353-0_10zbMath1458.60046OpenAlexW2991122200MaRDI QIDQ3294772
Publication date: 29 June 2020
Published in: New Trends in Applied Harmonic Analysis, Volume 2 (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-030-32353-0_10
Hausdorff dimensionHölder regularitystrong local nondeterminismset-indexed fractional Brownian motionexact uniform modulus of continuity(multi)fractional Brownian motion
Random fields (60G60) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Self-similar stochastic processes (60G18) Fractals (28A80)
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