A noncanonical representation of the Brownian sheet (Q2474656): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
Property / author | |||
Property / author: Mohamed Erraoui / rank | |||
Property / author | |||
Property / author: Youssef Ouknine / rank | |||
Property / reviewed by | |||
Property / reviewed by: Wolfgang Freudenberg / rank | |||
Revision as of 13:07, 13 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A noncanonical representation of the Brownian sheet |
scientific article |
Statements
A noncanonical representation of the Brownian sheet (English)
0 references
6 March 2008
0 references
The authors deal with the problem of noncanonical representations of Brownian sheets. Given a Brownian sheet \(B_{s,t}\) and \(L^2\)-functions \(f,g\) new random fields \(B_{s,t}^{f,g}, B_{s,t}^f,B_{s,t}^g\) are constructed being again Brownian sheets. Independence properties between the \(\sigma\)-algebras generated by these fields and the original Brownian sheet show that these representations are noncanonical. Moreover, ergodicity of the transformation \(B\rightarrow B^{f,g}\) is considered, and the results are applied to other Gaussian processes, especially to fractional Brownian sheets.
0 references
Brownian sheet
0 references
noncanonical representation
0 references
ergodic transformation
0 references
fractional Brownian sheet
0 references