Micropulses and Different Types of Brownian Motion

DOI10.1239/jap/1316796915zbMath1226.60055MaRDI QIDQ3094693

Matthieu Marouby

Publication date: 25 October 2011

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1316796915

zbMATH Keywords

fractional Brownian motion; multifractional Brownian motion; Poisson random measure; sums of micropulses

Mathematics Subject Classification ID

60G60: Random fields

60G15: Gaussian processes

60F05: Central limit and other weak theorems

60G22: Fractional processes, including fractional Brownian motion

Related Items

Bifractional Brownian motion for \(H>1\) and \(2HK\leq 1\), A generalisation of the fractional Brownian field based on non-Euclidean norms, Bifractional Brownian motion: existence and border cases

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