Fractional Brownian sheet (Q1611270)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional Brownian sheet |
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Fractional Brownian sheet (English)
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21 August 2002
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The random fields of two parameters, which are generalizations of the fractional Brownian motion, are considered. They are defined by a fractional integration with respect to the white noise field. The sample path regluarity properties are studied. Simple simulation algorithms of such fields are given.
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fractional integration
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Gaussian random fields
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sample path regularity
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