Mixed fractional Brownian sheets and their applications

DOI10.1063/1.3598421MaRDI QIDQ5266054zbMATH OpenOpenAlexFDO

Authors 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

Mathematics Subject Classification ID

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

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• scientific article; zbMATH DE number 3751955 (Why is no real title available?)
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Cited in

(11)

• 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
• Joint continuity of the local times of fractional Brownian sheets
• Persistence probabilities of mixed FBM and other mixed processes
• Fractional Brownian sheets run with nonlinear clocks
• From random partitions to fractional Brownian sheets
• Dimension results of multifractional Brownian sheets
• scientific article; zbMATH DE number 147749 (Why is no real title available?)

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