Self-similarity and fractional Brownian motion on Lie groups (Q1039046)

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Self-similarity and fractional Brownian motion on Lie groups
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    Statements

    title
    Self-similarity and fractional Brownian motion on Lie groups (English)
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    author
    Fabrice Baudoin
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    Laure Coutin
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    publication date
    20 November 2009
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    zbMATH Keywords
    fractional Brownian motion
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    Lie group
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    Identifiers

    DOI
    10.1214/EJP.v13-530
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    Mathematics Subject Classification ID
    60G22
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    60G18
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    60B15
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    zbMATH DE Number
    5636533
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    Wikidata QID
    Q115240719
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    arXiv ID
    math/0603199
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