The Multiparameter Fractional Brownian Motion

DOI10.1007/978-3-540-44446-6_8zbMath1130.60046arXivmath/0605279OpenAlexW1874259119MaRDI QIDQ5434319

Erick Herbin, Ely Merzbach

Publication date: 4 January 2008

Published in: Math Everywhere (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0605279

zbMATH Keywords

self-similarityfractional Brownian sheetLévy fractional Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65)

Related Items (8)

A characterization of the set-indexed fractional Brownian motion by increasing paths ⋮ Energy statistics: a class of statistics based on distances ⋮ Sample Paths Properties of the Set-Indexed Fractional Brownian Motion ⋮ Brownian distance covariance ⋮ Karhunen-Loève expansion of a set indexed fractional Brownian motion ⋮ Selected topics in the generalized mixed set-indexed fractional Brownian motion ⋮ Simulations for Karlin random fields ⋮ Stable processes with stationary increments parameterized by metric spaces

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