Fractional Brownian sheets run with nonlinear clocks

DOI10.1063/1.3677983zbMath1273.60044OpenAlexW2061773913MaRDI QIDQ2853611

Dong Sheng Wu

Publication date: 16 October 2013

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.3677983

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Diffusion (76R50) Brownian motion (60J65) Diffusion processes (60J60) Transport processes in time-dependent statistical mechanics (82C70) Fractals (28A80) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (1)

Hausdorff dimension of the boundary of bubbles of additive Brownian motion and of the Brownian sheet

Cites Work

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• Sample function properties of multi-parameter stable processes
• Multiparameter Processes
• Fractional Brownian Motions, Fractional Noises and Applications
• Small deviations for some multi-parameter Gaussian processes

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