From \(N\) parameter fractional Brownian motions to \(N\) parameter multifractional Brownian motions

DOI10.1216/rmjm/1181069415zbMath1135.60020arXivmath/0503182OpenAlexW1980940522MaRDI QIDQ2477887

Erick Herbin

Publication date: 14 March 2008

Published in: Rocky Mountain Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0503182

zbMATH Keywords

Hölder regularitymulti-parameter processeslocal asymptotic self-similarity

Mathematics Subject Classification ID

Gaussian processes (60G15) Foundations of stochastic processes (60G05)

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Cites Work

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• Elliptic Gaussian random processes
• Stochastic 2-microlocal analysis
• Fractional Brownian Fields as Integrals of White Noise
• Foundations of Modern Probability
• Multiparameter Processes
• Drap brownien fractionnaire
• The generalized multifractional Brownian motion

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