Remark on logically constant self-similar processes

DOI10.1007/s10958-013-1158-3zbMath1273.60039OpenAlexW2007700774MaRDI QIDQ357236

Mohammad Hasan, M. Dambrine

Publication date: 30 July 2013

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-013-1158-3

zbMATH Keywords

self-similar processesmultidimensional fractional Brownian motion

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Self-similar stochastic processes (60G18)

Cites Work

• On convex hull of \(d\)-dimensional fractional Brownian motion
• On the Hausdorff dimension of Brownian cone points
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