Stationarity and self-similarity characterization of the set-indexed fractional Brownian motion
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Publication:1047156
DOI10.1007/s10959-008-0180-8zbMath1197.60040arXiv0706.3472MaRDI QIDQ1047156
Publication date: 4 January 2010
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0706.3472
60G15: Gaussian processes
60G22: Fractional processes, including fractional Brownian motion
60G17: Sample path properties
60G18: Self-similar stochastic processes
Related Items
Local Hölder regularity for set-indexed processes, An increment-type set-indexed Markov property, Sample Paths Properties of the Set-Indexed Fractional Brownian Motion
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