Fractional Brownian vector fields

DOI10.1137/090752638MaRDI QIDQ3083584zbMATH OpenOpenAlexFDO

Authors Pouya Dehghani Tafti, M. Unser

Publication date 22 March 2011

Published in Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL http://infoscience.epfl.ch/record/163626

zbMATH Keywords

fractional Brownian motionGel'fand-Vilenkin stochastic analysisgeneralized random processesHelmholtz decompositioninvariancerandom vector fieldsself-similarity

Mathematics Subject Classification ID

Fourier integral operators applied to PDEs (35S30) Singular and oscillatory integrals (Calderón-Zygmund, etc.) (42B20) Self-similar stochastic processes (60G18) Generalized stochastic processes (60G20) Fractional processes, including fractional Brownian motion (60G22) Random fields (60G60) Stochastic integral equations (60H20) White noise theory (60H40)

Recommendations

• Multifractional vector Brownian motions, their decompositions, and generalizations
• Fractional Brownian fields over manifolds
• Fractional Brownian sheet
• On integral representations of operator fractional Brownian fields
• Anisotropic fractional Brownian random fields as white noise functionals

Cited in

(13)

• Integration of Brownian vector fields.
• Gaussian and sparse processes are limits of generalized Poisson processes
• Scaling limits of solutions of linear stochastic differential equations driven by Lévy white noises
• Wavelet statistics of sparse and self-similar images
• Fractional Brownian fields over manifolds
• Fractional Brownian Fields as Integrals of White Noise
• On two-dimensional fractional Brownian motion and fractional Brownian random field
• Left-inverses of fractional Laplacian and sparse stochastic processes
• scientific article; zbMATH DE number 6961412 (Why is no real title available?)
• Drap brownien fractionnaire
• Multifractional vector Brownian motions, their decompositions, and generalizations
• Multivariate Matérn models -- a spectral approach
• Fractional Poisson field and fractional Brownian field: why are they resembling but different?

This page was built for publication: Fractional Brownian vector fields

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3083584)