Propagation of singularities in the semi-fractional Brownian sheet

DOI10.1016/j.spa.2007.06.010zbMath1147.60023OpenAlexW2062636976MaRDI QIDQ939399

Jochen Blath, Andreas Martin

Publication date: 22 August 2008

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

Full work available at URL: https://doi.org/10.1016/j.spa.2007.06.010

zbMATH Keywords

fractional Brownian motionfast pointsGaussian random fieldpropagation of singularitiessemi-fractional Brownian sheet

Mathematics Subject Classification ID

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

Related Items (2)

Propagation of microlocal singularities for stochastic partial differential equations ⋮ Propagation of singularities for the stochastic wave equation

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Propagation of singularities in the Brownian sheet
• How Often on a Brownian Path Does the Law of Iterated Logarithm Fail?
• Holder Conditions for Gaussian Processes with Stationary Increments
• Some Sample Function Properties of the Two-parameter Gaussian Process

This page was built for publication: Propagation of singularities in the semi-fractional Brownian sheet