Micropulses and different types of Brownian motion

DOI10.1239/JAP/1316796915MaRDI QIDQ3094693zbMATH OpenOpenAlexFDO

Authors 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 motionPoisson random measuremultifractional Brownian motionsums of micropulses

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22)

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Cites work

• scientific article; zbMATH DE number 1713116 (Why is no real title available?)
• scientific article; zbMATH DE number 1354815 (Why is no real title available?)
• scientific article; zbMATH DE number 2096694 (Why is no real title available?)
• scientific article; zbMATH DE number 227027 (Why is no real title available?)
• A class of micropulses and antipersistent fractional Brownian motion
• Alternative micropulses and fractional Brownian motion
• Fractional Brownian Motions, Fractional Noises and Applications
• Poisson random balls: self-similarity and X-ray images
• Rescaled weighted random ball models and stable self-similar random fields
• Sample path properties of bifractional Brownian motion
• Scaling limits for random fields with long-range dependence
• Self-similar random fields and rescaled random balls models

Cited in

(4)

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

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