Notes on the two-dimensional fractional Brownian motion
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Publication:2493177
DOI10.1214/009117905000000288zbMath1093.60016arXivmath/0602547OpenAlexW1995735329MaRDI QIDQ2493177
Fabrice Baudoin, David Nualart
Publication date: 12 June 2006
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0602547
ergodic theoremstochastic integralswindingfunctionals of fractional Brownian motionplanar fractional Brownian motion
Gaussian processes (60G15) Strong limit theorems (60F15) Stochastic integrals (60H05) Self-similar stochastic processes (60G18)
Related Items (3)
Some necessary optimality conditions for systems with fractional Caputo derivatives ⋮ Mild solutions for a class of fractional SPDEs and their sample paths ⋮ Central limit theorem for an iterated integral with respect to fBm withH>1/2
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