Micropulses and different types of Brownian motion

DOI10.1239/JAP/1316796915zbMATH Open1226.60055OpenAlexW2044330222MaRDI QIDQ3094693FDOQ3094693

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

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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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Fractional Brownian Motions, Fractional Noises and Applications
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• Sample path properties of bifractional Brownian motion
• Scaling limits for random fields with long-range dependence
• Poisson random balls: self-similarity and X-ray images
• Self-similar random fields and rescaled random balls models
• Rescaled weighted random ball models and stable self-similar random fields
• Alternative micropulses and fractional Brownian motion
• A class of micropulses and antipersistent fractional Brownian motion

Cited In (3)

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

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