Polar functions of multiparameter bifractional Brownian sheets

DOI10.1007/s10255-007-7084-8zbMath1195.60055OpenAlexW2171194469MaRDI QIDQ844059

Zhen Long Chen

Publication date: 18 January 2010

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-007-7084-8

zbMATH Keywords

capacityHausdorff dimensionpacking dimensionpolar functionbifractional Brownian sheet

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Brownian motion (60J65) Sample path properties (60G17)

Related Items (1)

Asymptotic behavior for bi-fractional regression models via Malliavin calculus

Cites Work

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• Possible long-range dependence in fractional random fields.
• Anisotropic analysis of some Gaussian models
• Local times of fractional Brownian sheets
• Sample path properties of bifractional Brownian motion
• On bifractional Brownian motion
• Gaussian moving averages, semimartingales and option pricing.
• Two definitions of fractional dimension
• “Polar”-functions for Brownian motion
• Identification of the Hurst index of a step fractional Brownian motion

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