scientific article; zbMATH DE number 95894

MaRDI QIDQ4021667zbMATH OpenFDO

Authors Hiroshi Muraoka

Publication date 16 January 1993

zbMATH Keywords

fractional Brownian motionGaussian random fieldself-similarityspherical harmonics

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18) Brownian motion (60J65)

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• A noncanonical representation of the Brownian sheet
• A Family of Series Representations of the Multiparameter Fractional Brownian Motion
• Representation of a fractional Brownian motion in terms of an infinite-dimensional Ornstein-Uhlenbeck process
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• Series Expansions of Fractional Brownian Motions and Strong Local Nondeterminism of Bifractional Brownian Motions on Balls and Spheres
• A series expansion of fractional Brownian motion

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