Singularity of Fractional Brownian Motions with Different Hurst Indices

DOI10.1080/07362990701857277zbMath1153.60020OpenAlexW4256153537MaRDI QIDQ5459760

B. L. S. Prakasa Rao

Publication date: 29 April 2008

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990701857277

zbMATH Keywords

fractional Brownian motionHurst indexsingularity for measures

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) Continuity and singularity of induced measures (60G30)

Related Items (7)

Singularity of Subfractional Brownian Motions with Different Hurst Indices ⋮ Fractional processes and their statistical inference: an overview ⋮ Singularity among selfsimilar Gaussian random fields with different scaling parameters and others ⋮ Path Properties of Dilatively Stable Processes and Singularity of Their Distributions ⋮ α-Wiener Bridges: Singularity of Induced Measures and Sample Path Properties ⋮ Singularity of generalized grey Brownian motions with different parameters ⋮ Conditions for singularity for measures generated by two fractional psuedo-diffusion processes

Cites Work

• Stochastic analysis of the fractional Brownian motion
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