Multifractional Vector Brownian Motions, Their Decompositions, and Generalizations
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Publication:5256273
DOI10.1080/07362994.2015.1017108zbMath1317.60041OpenAlexW2044540368MaRDI QIDQ5256273
Publication date: 22 June 2015
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2015.1017108
self-similarityvariogramrandom fieldscovariance matrix structuresmultifractional vector Brownian motions
Random fields (60G60) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) General second-order stochastic processes (60G12) Self-similar stochastic processes (60G18)
Related Items (6)
Peakedness and convex ordering for elliptically contoured random fields ⋮ Stochastic comparison for elliptically contoured random fields ⋮ Notes on spherical bifractional Brownian motion ⋮ Vector random fields on the probability simplex with metric-dependent covariance matrix functions ⋮ Series Expansions of Fractional Brownian Motions and Strong Local Nondeterminism of Bifractional Brownian Motions on Balls and Spheres ⋮ Singularity among selfsimilar Gaussian random fields with different scaling parameters and others
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