Series Expansions of Fractional Brownian Motions and Strong Local Nondeterminism of Bifractional Brownian Motions on Balls and Spheres

DOI10.1137/s0040585x97t991301zbMath1509.60095OpenAlexW4368347502MaRDI QIDQ6160487

Chunsheng Ma, Tianshi Lu, Fangfang Wang

Publication date: 10 May 2023

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t991301

zbMATH Keywords

spherical harmonicsultraspherical polynomialtrifractional Brownian motionconditionally negative definitenessdistance function on ball

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17)

Related Items (2)

Strong local nondeterminism and exact modulus of continuity for isotropic Gaussian random fields on compact two-point homogeneous spaces ⋮ Vector random fields on the probability simplex with metric-dependent covariance matrix functions

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