Fractional Brownian sheet

zbMATH Open1180.60033MaRDI QIDQ3621623FDOQ3621623

Authors: Liliana Blanco Castañeda, Johanna Garzón Merchán 

Publication date: 21 April 2009

Full work available at URL: https://eudml.org/doc/45434

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zbMATH Keywords

fractional Brownian motionBrownian sheettwo-parameter stochastic processesselfsimilar processesstationary increments processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Probabilistic potential theory (60J45)

Cited In (14)

• Images of the Brownian sheet
• Example of a Gaussian self-similar field with stationary rectangular increments that is not a fractional Brownian sheet
• Drap brownien fractionnaire
• Stochastic Green's theorem for fractional Brownian sheet and its application
• Fractional Brownian sheet and martingale difference random fields
• Mixed fractional Brownian sheets and their applications
• A noncanonical representation of the Brownian sheet
• Brownian sheet and reflectionless potentials
• Approximation of the fractional Brownian sheetVIAOrnstein-Uhlenbeck sheet
• On two-dimensional fractional Brownian motion and fractional Brownian random field
• Degree two Brownian sheet in dimension three
• Fractional Brownian sheet
• Notes on the two-dimensional fractional Brownian motion
• From random partitions to fractional Brownian sheets

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