When is a linear combination of independent fBm's equivalent to a single fBm?

DOI10.1016/j.spa.2006.05.013zbMath1110.60033OpenAlexW2149828072MaRDI QIDQ873606

Harry van Zanten

Publication date: 29 March 2007

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

Full work available at URL: https://doi.org/10.1016/j.spa.2006.05.013

zbMATH Keywords

equivalencefrequency domainfractional Brownian motionreproducing kernelsstationary increments

Mathematics Subject Classification ID

Gaussian processes (60G15)

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