A characterization of the set-indexed fractional Brownian motion by increasing paths (Q858934)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A characterization of the set-indexed fractional Brownian motion by increasing paths |
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A characterization of the set-indexed fractional Brownian motion by increasing paths (English)
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11 January 2007
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Set-indexed fractional Brownian motion (sifBm) has been previously defined by the authors [J. Theor. Probab. 19, No. 2, 337--364 (2006; Zbl 1120.60035)], where it has been shown that the projection of an sifBm on any increasing path is a time changed fractional Brownian motion. In the present paper, the authors prove the converse of this result. As an application, an integral representation for sifBm is given.
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locally compact metric space
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Radon measure
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Gaussian process
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stationarity
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self-similarity
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