Notes on spherical bifractional Brownian motion

DOI10.15559/22-VMSTA207MaRDI QIDQ2172947zbMATH OpenOpenAlexFDO

Authors Mohamed El Omari

Publication date 19 September 2022

Published in Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.15559/22-vmsta207

zbMATH Keywords

asymptoticsbifractional Brownian motionexcursion probabilityfractional Brownian motionsphere

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Extreme value theory; extremal stochastic processes (60G70)

Recommendations

• Spherical and hyperbolic fractional Brownian motion
• On bifractional Brownian motion
• Extremes of spherical fractional Brownian motion
• A note on the exact simulation of spherical Brownian motion
• Quadratic variations of spherical fractional Brownian motions
• An extension of bifractional Brownian motion
• A note on fractional Brownian motion
• Karhunen-Loève expansion of spherical fractional Brownian motions
• Notes on the two-dimensional fractional Brownian motion
• On the Brownian curve and its circumscribing sphere

Cites work

• Bifractional Brownian motion: existence and border cases
• Estimating deformations of stationary processes
• Estimation of Global Temperature Fields from Scattered Observations by a Spherical-Wavelet-Based Spatially Adaptive Method
• Excursion probability of Gaussian random fields on sphere
• Extremes of spherical fractional Brownian motion
• Fractional Brownian Motions, Fractional Noises and Applications
• Handbook of spatial statistics.
• scientific article; zbMATH DE number 517204 (Why is no real title available?)
• scientific article; zbMATH DE number 2096694 (Why is no real title available?)
• Identification of an isometric transformation of the standard Brownian sheet
• Identification of space deformation using linear and superficial quadratic variations
• Interpolation of spatial data. Some theory for kriging
• Lectures on Gaussian Processes
• Manifold indexed fractional fields
• Metric Spaces and Positive Definite Functions
• MULTIDIMENSIONAL BIFRACTIONAL BROWNIAN MOTION: ITÔ AND TANAKA FORMULAS
• Multifractional vector Brownian motions, their decompositions, and generalizations
• Nonexistence of fractional Brownian fields indexed by cylinders
• On a time deformation reducing nonstationary stochastic processes to local stationarity
• On bifractional Brownian motion
• Quadratic variation for Gaussian processes and application to time deformation
• Random fields on the sphere. Representation, limit theorems and cosmological applications
• Sample path properties of bifractional Brownian motion
• Spatial variation of total column ozone on a global scale
• Spherical and hyperbolic fractional Brownian motion
• Spherical process models for global spatial statistics
• Stationary and isotropic vector random fields on spheres
• Wiener integrals, Malliavin calculus and covariance measure structure

Cited in

(5)

• Extremes of spherical fractional Brownian motion
• Spherical and hyperbolic fractional Brownian motion
• Parameter estimation for \(n\)th-order mixed fractional Brownian motion with polynomial drift
• On the Gaussian Volterra processes with power-type kernels
• On the nth-order subfractional Brownian motion

This page was built for publication: Notes on spherical bifractional Brownian motion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2172947)