scientific article; zbMATH DE number 812574

MaRDI QIDQ4853803zbMATH OpenFDO

Authors Anna Kamont, Zbigniew Ciesielski

Publication date 15 January 1996

zbMATH Keywords

fractional Brownian-Lévy fieldGaussian fieldgeneralized Hölder classesOrlicz normYoung function

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Spline approximation (41A15) Gaussian processes (60G15) Sample path properties (60G17)

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Cited in

(13)

• Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes.
• Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space
• Orlicz spaces, spline systems, and Brownian motion
• Hausdorff dimension of the graph of the fractional Brownian sheet
• On the monofractality of many stationary continuous Gaussian fields
• Weak convergence to the fractional Brownian sheet using martingale differences
• Anisotropic fractional Brownian random fields as white noise functionals
• Generalized field operator associated to the fractional Lévy processes
• Fractional Brownian sheet and martingale difference random fields
• Two-parameter inequality of Garcia-Rodemich-Rumsey and its application to fractional Brownian fields
• Remarks on parameter estimation for the drift of fractional Brownian sheet
• On fractional Brownian motion and wavelets
• scientific article; zbMATH DE number 898104 (Why is no real title available?)

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