Sample paths properties of the set-indexed fractional Brownian motion
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Cites work
- A fractional Brownian field indexed by \(L^2\) and a varying Hurst parameter
- A Hausdorff measure classification of polar sets for the heat equation
- A set-indexed fractional Brownian motion
- Almost-sure path properties of fractional Brownian sheet
- Asymptotic properties and Hausdorff dimensions of fractional Brownian sheets
- Brownian sheet and capacity
- Brownian sheet images and Bessel-Riesz capacity
- Chung's law of the iterated logarithm for anisotropic Gaussian random fields
- Elliptic Gaussian random processes
- Fernique-type inequalities and moduli of continuity for anisotropic Gaussian random fields
- From almost sure local regularity to almost sure Hausdorff dimension for Gaussian fields
- Gaussian processes: Inequalities, small ball probabilities and applications
- Geometric properties of fractional Brownian sheets
- Hausdorff measure of the graph of fractional Brownian motion
- Hausdorff measure of trajectories of multiparameter fractional Brownian motion
- Hitting probabilities and the Hausdorff dimension of the inverse images of anisotropic Gaussian random fields
- scientific article; zbMATH DE number 3911357 (Why is no real title available?)
- scientific article; zbMATH DE number 3594385 (Why is no real title available?)
- scientific article; zbMATH DE number 1348602 (Why is no real title available?)
- Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields
- Images of Gaussian random fields: Salem sets and interior points
- Images of the Brownian sheet
- Joint continuity of the local times of fractional Brownian sheets
- Local Hölder regularity for set-indexed processes
- Markov Processes, Gaussian Processes, and Local Times
- Measures of Hausdorff type and stable processes
- Multiparameter Processes
- On intersections of independent anisotropic Gaussian random fields
- On local times of anisotropic Gaussian random fields
- Random Fields and Geometry
- Sample function properties of multi-parameter stable processes
- Sample functions of the \(N\)-parameter Wiener process
- Sample path properties of bifractional Brownian motion
- Sectorial local non-determinism and the geometry of the Brownian sheet
- Self-Similarity and Lamperti Transformation for Random Fields
- Small deviations for some multi-parameter Gaussian processes
- Small values of Gaussian processes and functional laws of the iterated logarithm
- Some singular sample path properties of a multiparameter fractional Brownian motion
- Spectral conditions for strong local nondeterminism and exact Hausdorff measure of ranges of Gaussian random fields
- Stationarity and self-similarity characterization of the set-indexed fractional Brownian motion
- Strong local nondeterminism and sample path properties of Gaussian random fields
- Tangent fields and the local structure of random fields
- The Multiparameter Fractional Brownian Motion
- The small ball problem for the Brownian sheet
Cited in
(4)- Stationarity and self-similarity characterization of the set-indexed fractional Brownian motion
- Some singular sample path properties of a multiparameter fractional Brownian motion
- scientific article; zbMATH DE number 1420722 (Why is no real title available?)
- Time-varying fractional and bifractional Brownian motions on metric spaces
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