A Family of Series Representations of the Multiparameter Fractional Brownian Motion

DOI10.1007/978-3-0348-0021-1_14zbMATH Open1247.60052arXiv0804.4076OpenAlexW1530308246MaRDI QIDQ2904879FDOQ2904879

Authors: Anatoliy Malyarenko 

Publication date: 24 August 2012

Published in: Seminar on Stochastic Analysis, Random Fields and Applications VI (Search for Journal in Brave)

Abstract: We derive a family of series representations of the multiparameter fractional Brownian motion in the centred ball of radius $R$ in the $N$-dimensional space $mathbb{R}^N$. Some known examples of series representations are shown to be the members of the family under consideration.

Full work available at URL: https://arxiv.org/abs/0804.4076

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zbMATH Keywords

series representationMeijer \(G\)-functionmultiparameter fractional Brownian motion

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Hypergeometric integrals and functions defined by them ((E), (G), (H) and (I) functions) (33C60)

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• An optimal series expansion of the multiparameter fractional Brownian motion

Cited In (1)

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