The two-parameter Volterra multifractional process

DOI10.1016/j.spl.2012.07.021zbMath1471.60051OpenAlexW1975168106MaRDI QIDQ2231018

Ibrahima Mendy

Publication date: 29 September 2021

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.07.021

zbMATH Keywords

fractional Brownian sheetVolterramultifractional process

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Processes in random environments (60K37) Functional limit theorems; invariance principles (60F17)

Cites Work

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• Fractional Brownian Motions, Fractional Noises and Applications
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
• The generalized multifractional Brownian motion
• Small deviations for some multi-parameter Gaussian processes

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