A set-indexed fractional Brownian motion

DOI10.1007/s10959-006-0019-0zbMath1120.60035arXivmath/0503211OpenAlexW2069633024MaRDI QIDQ867075

Erick Herbin, Ely Merzbach

Publication date: 14 February 2007

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0503211

zbMATH Keywords

fractional Brownian motionGaussian processesself-similaritystationarityset-indexed processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) Self-similar stochastic processes (60G18)

Related Items

Invariance principles for self-similar set-indexed random fields ⋮ A characterization of the set-indexed fractional Brownian motion by increasing paths ⋮ Some singular sample path properties of a multiparameter fractional Brownian motion ⋮ An increment-type set-indexed Markov property ⋮ Unnamed Item ⋮ Sample Paths Properties of the Set-Indexed Fractional Brownian Motion ⋮ Local Hölder regularity for set-indexed processes ⋮ A fractional Brownian field indexed by \(L^2\) and a varying Hurst parameter ⋮ 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 ⋮ Stationarity and self-similarity characterization of the set-indexed fractional Brownian motion ⋮ Fractional Poisson fields

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