Mixed fractional Brownian sheets and their applications

DOI10.1063/1.3598421zbMATH Open1317.60043OpenAlexW1974370794MaRDI QIDQ5266054FDOQ5266054

Dongsheng Wu

Publication date: 29 July 2015

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.3598421

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Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Hausdorff and packing measures (28A78) Fractals (28A80)

Cites Work

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Cited In (9)

• Some results on fractional Brownian sheets and their local times
• Stochastic Green's theorem for fractional Brownian sheet and its application
• Fractional Brownian sheet and martingale difference random fields
• Singularity functions for fractional processes: application to the fractional Brownian sheet
• Fractional Brownian sheet
• Persistence probabilities of mixed FBM and other mixed processes
• From random partitions to fractional Brownian sheets
• Dimension results of multifractional Brownian sheets
• Title not available (Why is that?)

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