Micropulses and Different Types of Brownian Motion
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Publication:3094693
DOI10.1239/jap/1316796915zbMath1226.60055MaRDI QIDQ3094693
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
fractional Brownian motion; multifractional Brownian motion; Poisson random measure; sums of micropulses
60G60: Random fields
60G15: Gaussian processes
60F05: Central limit and other weak theorems
60G22: Fractional processes, including fractional Brownian motion
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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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