The Multiparameter Fractional Brownian Motion
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Publication:5434319
DOI10.1007/978-3-540-44446-6_8zbMATH Open1130.60046arXivmath/0605279OpenAlexW1874259119MaRDI QIDQ5434319FDOQ5434319
Authors: Erick Herbin, Ely Merzbach 
Publication date: 4 January 2008
Published in: Math Everywhere (Search for Journal in Brave)
Abstract: We define and study the multiparameter fractional Brownian motion. This process is a generalization of both the classical fractional Brownian motion and the multiparameter Brownian motion, when the condition of independence is relaxed. Relations with the L'evy fractional Brownian motion and with the fractional Brownian sheet are discussed. Different notions of stationarity of the increments for a multiparameter process are studied and applied to the fractional property. Using self-similarity we present a characterization for such processes. Finally, behavior of the multiparameter fractional Brownian motion along increasing paths is analysed.
Full work available at URL: https://arxiv.org/abs/math/0605279
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